You want to invest in two exchange-traded funds: Fund A, which tracks S&P 500 index and Fund B, consisting of stocks related to gold. The su are shown in the table below: mmarv statistics for these funds Standard Deviation 18% 9% Expected Return Fund A Fund B 0 0 8% The Correlation coefficient between returns on these two funds is 0.1 a. Construct a portfolio of these two funds, which is expected to pay a 9% return b. What is the standard deviation of your portfolio in part a? c. Now construct the new portfolio of funds A and B. such that it pays a 5% return. Explain the weights of funds A and B in your portfolio in partc e. What is the standard deviation of the portfolio, which you constructed in part c? f. Compute the weights for the minimum variance efficient (MVE) portfolio, consisting of funds A and B. You can use Solver to answer this question, but you need to explain in details, which problem your Solver actually solves Alternatively, you can simply use calculus Write down vour obiective function with numbers plugged in. What are you doing with this function? What variable(s) can you choose? 1. iv. Do you have any constraints? Write them down. g. What is the expected return and standard deviation of MVE portfolio? Please write a short VERBAL conclusion at the end problem summarizing your answer in words. Verbal answers are not a substitute for the quantitative solution