10. There are three stock shares with independent one-year rates of return ri, r2, r3, whose information follows as E(rl) = 0.1, E (r2) = 0.2, E (r3) = 0.4 Var (r1) = Var (+2) = Var (r3) = 0.2 The investment proportion for the three stock shares are 1, y and z. The values of x, y, z are not limited within the interval [0, 1], but need to fulfil the restriction x + y + z = 1. Please determine the investment portfolio with the fixed expected return rate 0.21, which has the mininun variance. [105]