Consider two assets with the following: µ1 = 0.10, σ1 = 0.40 µ2 = 0.03; σ2 = 0.1; correlation coefficient is 0.5 Using the Lagrangian multiplier approach to constrained optimisation, solve for the investment strategy (i.e., the portfolio weights) that will minimise investment risk for an expected return of 15% per annum.