0.1 You have the following information about the returns on three risky assets over the next year: Asset Expected Standard Correlations return deviation X Z 20% 40% 1 0.4 0 Y 24% 50% 0.4 1 Z 4% 12% 0 0.1 1 Determine the minimum-variance portfolio of the three assets. Do the portfolio weights seem reasonable given the inputs? Compute the expected return and the standard deviation of the return on the minimum-variance portfolio. In addition to the three risky assets, you can also invest in a risk-freel asset with a return of a ry = 3%. Compute the Sharpe ratios of the three assets