4. Security 1 has an expected return of 7% and a standard
deviation of 8%. Security 2 has an expected return of 10%
and a standard deviation of 9%. The securities have a
correlation of -0.167. First, for the minimum variance
portfolio, solve for the optimal weight in securities 1 and 2.
Second, based on these numbers, calculate the expected
portfolio return, the portfolio variance, and portfolio
standard deviation for the minimum variance portfolio.