1. Suppose that three risk assets S1,S2 and S3 are independent with rate of return and variance, respectively, 1=0.02,2=0.04,2=0.08 and 12=0.001,22=0.002,32=0.004. For the optimal portfolio weight w= (x1,x2,x3) if the risk aversion a=8. 1. Suppose that three risk assets S1,S2 and S3 are independent with rate of return and variance, respectively, 1=0.02,2=0.04,2=0.08 and 12=0.001,22=0.002,32=0.004. For the optimal portfolio weight w= (x1,x2,x3) if the risk aversion a=8