You are given the following information: Risk-free Rate =2.5%/ year . Part - I: Compute the following [40 pts.] 1. Expected Return for Securities A and B [5 pts.] 2. SD for Securities A and B [5 pts.] 3. Correlation of returns between Securities A and B [5 pts.] 4. Expected Return for the Minimum Variance Portfolio [5 pts.] 5. SD of the Minimum Variance Portfolio [5 pts.] 6. Weight of Securities A and B in the Optimal Portfolio [3 pts.] 7. Expected Return for the Optimal Portfolio [5 pts.] 8. SD of the Optimal Portfolio [5 pts.] 9. Sharpe Ratio of the Optimal Portfolio [2 pts.] Part - II: Compute the following [10 pts.] An investor approaches you with $1,000,000. She requires a SD of 5.00% on her portfolio. How will you allocate her investments into securities A, B, and the Risk-free to accomplish this? What is the Expected return of her portfolio? Part - III: Graphical representation [25 pts.] 1. Draw a graph of the MVF, and the Capital Allocation Line 2. Mark all relevant points including Rf, M,P, and the Investor's Portfolio (and any other you deem informative and/or relevant). You are given the following information: Risk-free Rate =2.5%/ year . Part - I: Compute the following [40 pts.] 1. Expected Return for Securities A and B [5 pts.] 2. SD for Securities A and B [5 pts.] 3. Correlation of returns between Securities A and B [5 pts.] 4. Expected Return for the Minimum Variance Portfolio [5 pts.] 5. SD of the Minimum Variance Portfolio [5 pts.] 6. Weight of Securities A and B in the Optimal Portfolio [3 pts.] 7. Expected Return for the Optimal Portfolio [5 pts.] 8. SD of the Optimal Portfolio [5 pts.] 9. Sharpe Ratio of the Optimal Portfolio [2 pts.] Part - II: Compute the following [10 pts.] An investor approaches you with $1,000,000. She requires a SD of 5.00% on her portfolio. How will you allocate her investments into securities A, B, and the Risk-free to accomplish this? What is the Expected return of her portfolio? Part - III: Graphical representation [25 pts.] 1. Draw a graph of the MVF, and the Capital Allocation Line 2. Mark all relevant points including Rf, M,P, and the Investor's Portfolio (and any other you deem informative and/or relevant)