This problem requires using HW2-portfolios.XIs. Assume that the yearly risk free rate Is 270. (A ly risk free rate of 0.001652). Find the optimal investment portfolio in the risky assets. What are the mean and s.d. of the s of this portfolio? Find the point on the efficient frontier that corresponds to a yearly risk free rate of 5% (0.004074 ly). What is the correlation of this portfolio with the optimal investment portfolio? Plot the efficient frontier in the mean-s.d. plane (use the two-fund theorem). Find the global minimum variance portfolio. What is the expected return and variance of return portfolio? Write down the CAL equation for this case. What would be the capital allocation between the risk free asset and the optimal risky investment lio for individuals with risk aversion coefficients of 1, 3, 5, 10? If the initial investment is $100,000, how much money should each of these investors allocate to f the 5 assets (risk free asset and 4 risky assets)