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Please show detailed calculation (formula is required as well if you wish to do the...

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Accounting

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imagePlease show detailed calculation (formula is required as well if you wish to do the question in excel). Thanks in advance!

Suppose you have the following information about the expected returns, variances and correlations of two stocks. Asset 1 10% 150 Asset 2 15% ER Var 200 Correlation Matrix Asset 1 Asset 1 1 Asset 2 -0.85 set 2 -0.85 1 Portfolio 1 2 Nm+ Weights Asset 1 0 0.2 0.4 0.6 0.8 3 Weights Asset 2 1 0.8 0.6 0.4 0.2 0 4 5 ) 6 1 (d.) Amongst those 6 portfolios what would be the market portfolio if the risk free rate is 1%? How would this change if the risk free rate increases to 2.5%

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