You can invest in asset 1 with 1 = 0.1, 1 = 0.3 and asset 2 with 2 = 0.2, 2 = 0.5, with correlation

You can invest in asset 1 with μ1 = 0.1, σ1 = 0.3 and asset 2 with μ2 = 0.2, σ2 = 0.5, with correlation p = 0.2. You can also invest in the risk-free asset with return R = 0.05. Find the optimal mean-variance portfolio for the given mean return μ = 0.2.