<prompt> Sebelisa mokhoa oa Mean-Variance Optimization ho data e latelang.Theko ea Sehlahisoa X: 10, Theko ea Sehlahisoa Y: 5  <response>: Instruction in English: Apply the Mean-Variance Optimization model to the following data. . Response in English: To apply the Mean-Variance Optimization model, we need more information than the prices of the two products. Mean-Variance Optimization is a portfolio optimization method commonly used in finance, which aims to maximize expected return while minimizing portfolio risk. To apply this model, we need information on the expected return and covariance matrix for the two securities, which is not provided in the input. Can you provide additional information so that I can help you apply the Mean-Variance Optimization model? . Response in Sesotho: Ho sebelisa mofuta oa Mean-Variance Optimization, re hloka lintlha tse ngata ho feta litheko tsa lihlahisoa tsena tse peli. Mean-Variance Optimization ke mokhoa oa ho ntlafatsa potefolio oo hangata o sebelisoang licheleteng, o ikemiselitseng ho eketsa phaello e lebelletsoeng ha o ntse o fokotsa kotsi ea potefolio. Ho sebelisa mohlala ona, re hloka tlhahisoleseling mabapi le tsebetso e lebelletsoeng ea ho khutlisa le covariance matrix bakeng sa li-securities tse peli, tse sa fanoang ka kenyelletso. A na u ka fana ka lintlha tse ling e le hore nka u thusa ho sebelisa mohlala oa Mean-Variance Optimization? 