Exhibit 7A -Refer to Exhibit 7A

Exhibit 7A.1
$$\mathrm { W } _ { 1 } = \left[ \mathrm { E } \left( \sigma _ { 2 } \right) ^ { 2 } - r _ { 1.2 } \mathrm { E } \left( \sigma _ { 1 } \right) \mathrm { E } \left( \sigma _ { 2 } \right) \right] \div \left[ \mathrm { E } \left( \sigma _ { 1 } \right) ^ { 2 } + \mathrm { E } \left( \sigma _ { 2 } \right) ^ { 2 } - 2 r _ { 1.2 } \mathrm { E } \left( \sigma _ { 1 } \right) \mathrm { E } \left( \sigma _ { 2 } \right) \right]$$
-Refer to Exhibit 7A.1.Show the minimum portfolio variance for a two stock portfolio when r_1.2 = 1.

A) E(?₂) ¸ [E(?₁) - E(?₂) ]
B) E(?₂) ¸ [E(?₁) + E(?₂) ]
C) E(?₁) ¸ [E(?₁) - E(?₂) ]
D) E(?₁) ¸ [E(?₁) + E(?₂) ]
E) None of the above