(1 point) Consider three assets assets described as follows. Ali, Expected Return on Asset 2 | , Volatility of Asset | Asset a 2 3 4% 17% 7% 26% 14% 24% The correlation coefficients are P1,--5%, ,-45%, P2,--9%. The covariance matrix is 0.0676 -0.00182 0.02808 0.00182 0.0196 0.003024 0.02808 -0.003024 0.0576 (a) What are the weights of the minimum variance portfolio? % to 2 decimal places % to 2 decimal places % to 2 decimal places 244.14 332.74 (b) What is the mean and standard devation of the return on the minimum variance portfolio? 1072 % to 2 decimal places :: 15.50 %to 2 decimal places (c) What are the weights on efficient portfolio whose expected return is 21% ? 96 to 2 decimal places W2 % to 2 decimal places % to 2 decimal places (1 point) Consider three assets assets described as follows. Ali, Expected Return on Asset 2 | , Volatility of Asset | Asset a 2 3 4% 17% 7% 26% 14% 24% The correlation coefficients are P1,--5%, ,-45%, P2,--9%. The covariance matrix is 0.0676 -0.00182 0.02808 0.00182 0.0196 0.003024 0.02808 -0.003024 0.0576 (a) What are the weights of the minimum variance portfolio? % to 2 decimal places % to 2 decimal places % to 2 decimal places 244.14 332.74 (b) What is the mean and standard devation of the return on the minimum variance portfolio? 1072 % to 2 decimal places :: 15.50 %to 2 decimal places (c) What are the weights on efficient portfolio whose expected return is 21% ? 96 to 2 decimal places W2 % to 2 decimal places % to 2 decimal places