There are just three assets with rates of return $r_{1}, r_{2}$, and $r_{3}$, respectively. The covariance matrix and the expected rates of return are

\[\mathbf{V}=\left[\begin{array}{lll}2 & 1 & 0 \\1 & 2 & 1 \\0 & 1 & 2\end{array}\right], \quad \overline{\mathbf{r}}=\left[\begin{array}{l}4 \\8 \\8\end{array}\right] .\]

(a) Find the minimum-variance portfolio.

(b) Find another efficient portfolio by setting $\lambda=1, \mu=0$.

(c) If the risk-free rate is $r_{f}=, 2$, find the efficient portfolio of risky assets.