(1 pt) Suppose three assets have expected rates of return r1 = 1, r2 = 2. variances 2 2 2 3 and covariances 01,2 = 1. Also suppose a single risk-free asset with return rate ry = 0.5 The weights for the one fund F of the One Fund Theorem are w1 , W2 , W3 Enter numeric values or expressions such as fractions that reduce to numeric values The expected rate of return of the fund F is 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 the line(.r) = (0, rj)(1-0) + (0p rr)o for a > 0 which may be rewritten as