13. In a small stock market, there are three assets. The corresponding covariance matrix and the expected rates of return are = 1 20 2 2 1 0 1 2 r = 0.1 0.2 0.3 = = (i) Find two minimum-variance portfolios of the mean-variance portfolio optimization problem by setting (1 = 0; pl = 1) and (1 = 1; p = 0), respectively. (ii) In addition, there is a risk-free asset with rf = 0.1. Find the efficient portfolio of risky assets specified in the One-Fund Theorem. 13. In a small stock market, there are three assets. The corresponding covariance matrix and the expected rates of return are = 1 20 2 2 1 0 1 2 r = 0.1 0.2 0.3 = = (i) Find two minimum-variance portfolios of the mean-variance portfolio optimization problem by setting (1 = 0; pl = 1) and (1 = 1; p = 0), respectively. (ii) In addition, there is a risk-free asset with rf = 0.1. Find the efficient portfolio of risky assets specified in the One-Fund Theorem