You have to invest one dollar between two risky assets with random net returns R$1$ and R$2$ with$[$R$1]=0\mathrm{.}25$ Var$[$R$1]=2\mathrm{.}1$E$[$R$2]=0\mathrm{.}05$ Var$[$R$2]=0\mathrm{.}1$If you allocate $\backslash$theta in $[0,1]$ to the first asset and $1\backslash$theta to the second asset the portfolio return is:$\backslash$pi $(\backslash$theta $)=\backslash$theta R$1+(1\backslash$theta $)$R$2$a$.$ Assuming Cov$[$R$1,$ R$2]=0,$ find the portfolio that maximizes:E$[\backslash$pi $(\backslash$theta $)]110$ Var$[\backslash$pi $(\backslash$theta $)]$b$.$ Redo part a$.$ with Cov$[$R$1,$ R$2]=0\mathrm{.}25$