We consider a market with 1 riskfree asset and 2 risky assets. You are given that - The return of riskfree asset is 2%. - The expected returns of 2 risky assets are r1=5% and r2=8% respectively. - The variance of return of 2 risky assets are 12=0.01 and 22=0.16 respectively and the correlation coefficient between the returns of two assets is 0.25 . Question Suppose that an investor is seeking for a minimum variance portfolio with expected return 6%, find this portfolio using Lagrange method. Show all details