Two financial assets with gross return (R1, R2) are jointly normally distributed. E(R1) = 1.06 and E(R2) = 1.12. V ar(R1) = 0.03, V ar(R2) = 0.04, and Cov(R1, R2) = 0.025. Draw the mean-variance frontier formed by the two assets. Mark the minimum variance. Notice that the mean of portfolio formed by these two assets falls in the interval of [1.06, 1.12].