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1。There are a portfolio consisting of two assets XA, and XB, with expected return and standard deviation（9%，13%） and （11%，16%）, correlation ρ=-1. Calculate risk-free rate and the risk-free portfolio with proportion xa and xb
2。
The risk-free rate is 5%, and the market portfolio of risky securities has the expected rate of return 13% and standard deviation 20%. Assume you can lend or borrowing money in risk-free rate.
（1）Write out the efficient set of portfolio with risk-free asset (in the form of function).
（2）What will the efficient set change if the interest rate of borrowing is 6% and lending is still risk-free rate? Describe graphically.
3。
Assume you are in an isolated island where storage is the only investment opportunity. There is no capital market. Given the utility function U (C0, C1) =ln C0+βln C1, and the endowment (y0, y1). Describe two period utility-maximized decision of consumption (C0, C1)。
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