1. Suppose we have three assets available. Returns and standard deviation of these three assets are as follows Security Return Standard deviation Holistic Medicine Co. 7 4 Nuclear Energy Inc. 12 10 Grand Biscuits Ltd. 15 12 Risk free interest rate is 5%. Correlation coefficient matrix is HMC NEI GBL HMC 1.00 0.50 0.40 0.20 NEI 1.00 GBL 1.00 Find out the return (15.23785)and standard deviation (10.2506)of optimal portfolio {a, = -0.2606567,a2 = 0.6158021,az = 0.6448546}