(1 pt) Suppose three assets have expected rates of return r1 = 0.07 T2 = 0.03 r1 = 0.06. variances 12 = 0.5 and covariances 1,2 = 0.2 Find the weights and expected rate of return for the minimum variance portfolio by using Lagrange multipliers 0.8 a320.2 2,3-0. (type w1 as w1, W2 as w2, w3 as w3) Let F(w1, W2, W3 The partial derivatives of F with respect to W1, W2, W3 and are (type as lambda (type as lambda (type as lambda 2 103 Fx