Consider the following information: A risky portfolio contains two risky assets. The expected return and standard deviation...

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Finance

Consider the following information:
A risky portfolio contains two risky assets.
The expected return and standard deviation for the first riskyasset is 18% and 25%, respectively.
The expected return and standard deviation for the second riskyasset is 18% and 25%, respectively.
The correlation between the two risky assets is .55.
The expected on the 10-year Treasury bond is 3%.
Find the minimum variance portfolio. Make sure to provide theweights, excepted return, and standard deviation of the portfolioreturns.
Find the optimal risky portfolio. Make sure to provide theweights, excepted return, and standard deviation of the portfolioreturns.
Find the optimal complete portfolio. Assume the investor’slevel of risk aversion is 3. Make sure to provide the weights,excepted return, and standard deviation of the portfolioreturns.

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Consider the following information:A risky portfolio contains two risky assets.The expected return and standard deviation for the first riskyasset is 18% and 25%, respectively.The expected return and standard deviation for the second riskyasset is 18% and 25%, respectively.The correlation between the two risky assets is .55.The expected on the 10-year Treasury bond is 3%.Find the minimum variance portfolio. Make sure to provide theweights, excepted return, and standard deviation of the portfolioreturns.Find the optimal risky portfolio. Make sure to provide theweights, excepted return, and standard deviation of the portfolioreturns.Find the optimal complete portfolio. Assume the investor’slevel of risk aversion is 3. Make sure to provide the weights,excepted return, and standard deviation of the portfolioreturns.