Work out the efficient frontier for the following set of assets: 1. Asset 0.08 0.12 0.100.12 0.10 0.15 0.140.20 The correlation coefficients between the four assets are given by 1 0.21 0.2 0.5 0.3 0.7 0.4 0.9 -: | 0.5 0.7 0.3 0.4 0.9 1 Work out the efficient frontier for the following set of assets: 1. Asset 0.08 0.12 0.100.12 0.10 0.15 0.140.20 The correlation coefficients between the four assets are given by 1 0.21 0.2 0.5 0.3 0.7 0.4 0.9 -: | 0.5 0.7 0.3 0.4 0.9 1