(1 point) Suppose three assets have expected rates of return variances and covariances 1,2-1, Also suppose a single risk-free asset with return rate r 0.5 The weights for the one fund F of the One Fund Theorem are Enter numeric values or expressions such as fractions that reduce to numeric values The expected rate of return of the fund F is TF and the variance is The efficient frontier for the collection of portfolios that may be constructed from the three risky assets and the risk-free asset, is (a)-(0)(1-a) + (FJa, (a) (rf)(1 a)+(FP)a where > 0, These may be rewritten as ) F(a) where > 0 When designing efficient portfolios, increasing the expected rate of return from r to r + requires also increasing the volatility from to where