1. Suppose there are only three risky assets to form portfolios, write the formulas for the expected return and variance of the portfolio. 2. In the videos, we used an Excel function SUMPRODUCT. What is it for? ng the efficient frontier, why we want to calculate the Sharpe ratios of all the portfolios? 4. When constructing the point for the minimum variance portfolio, which variable do we maximize (or minimize) and what constraints do we impose? 5. When constructing the point for the optimal risky portfolio, which variable do we maximize (or minimize) and what constraints do we impose