2. Consider a nancial market consisting of three risky assets and a risk-free asset. For the risk}r assets, the vector of expected returns, the variance-covariance matrix, and the inverse variance-covariance matrix are 0.10 0.02 0.02 0.02 200 100 50 u= 0.00 ,o: 0.02 0.03 0.02 ,and it": 100 100 0 0.20 0.02 0.02 0.04 50 0 50 The return of the risk-free asset is rF = 0.05. [a] Calculate the values of A, B, C, and . (b) What are the mean return and standard deviation of returns for the global minimum variance portfolio without the risk-free asset? (c) What are the mean return and standard deviation of returns for the tangency portfolio? ([1) What are the portfolio weights for the tangencv portfolio? (e) Use the One Fund Theorem to determine the weights and variance of returns for the portfolio P on the MVS with an expected return of 20%. {f} Use the above values to produce rough plots, on the same set of axes, of the MVS (with and without the risk-free asset}. Indicate the positions of the underlying assets and the portfolios G, T, and P in your diagram