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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 ρ = 0.2.
a) Find the minimum variance point and the portfolio strategy that attains it.
b) Repeat the previous problem if a risk-free asset with return R = 0.05 is also available
c) Find the portfolio weights in the optimal mutual fund P for the two risky assets from the two previous problems.
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Which one of these would generally be considered the most rational action for a tax-paying investor?
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