You have the following information for stock portfolio $C$ and bond portfolio $D$ that will be used to form a

risky portfolio:

$E(r_C)=11\%,{}_C=22\%,E(r_D)=6\%,{}_D=10\%,{}_{CD}=-0\mathrm{.}2$

a$.$ Compute the expected return of the minimum variance portfolio $($MVP$).$

b$.$ Would any investor choose to hold the risky portfolio $20/80$ in part A$,$ Explain why or why not $($show work for problems no excel$)$