You have the following information for stock $C$ and stock D:

$E(r_C)=16\%,{}_C=40\%,E{r}_D=9\%,{}_D=25\%,{}_{CD}=0\mathrm{.}20$

c$.$ Compute the weights of $C$ and $D$ in the minimum variance portfolio $($MVP$).23\mathrm{.}29\%,76\mathrm{.}71\%,$

respectively

d$.$ Would anyone hold the $\frac{20}{80}$ portfolio of stocks C$/$D$?$ Demonstrate$/$Explain$.$ No$.$

e$.$ What is the expected return and the standard deviation of the MVP$?10\mathrm{.}63\%$;$22\mathrm{.}98\%$

$f.$ Draw the efficient frontier of the portfolios of these two risky assets. Label the axes, identify

the coordinates on the graph of each of the two risky assets $C$ and $D,$ the equally weighted

portfolio, and the minimum variance portfolio.

Would an investor who is "very" risk$-$averse be more likely or less likely to prefer the equally

weighted portfolio to a portfolio that is $60\%$ invested in C and $40\%$ invested in D$?$ Explain. More

likely.

What would the step by step for questions c to f look like?