2) Consider a portfolio which comprises three risky assets. Asset returns are normally distributed with 0.22N, 12 = 0.13N . 19 = 0.05N, 01 = 0.92 N 0; = 0.860,0; = 0.52N -0.06N. 012 = -0.58N. 029 = -0.35 N 012 1) Determine the Global Minimum Variance Portfolio ii) Determine 3 ineficient feasible portfolios. Determine 3 efficient feasible portfolios 2) Consider a portfolio which comprises three risky assets. Asset returns are normally distributed with 0.22N, 12 = 0.13N . 19 = 0.05N, 01 = 0.92 N 0; = 0.860,0; = 0.52N -0.06N. 012 = -0.58N. 029 = -0.35 N 012 1) Determine the Global Minimum Variance Portfolio ii) Determine 3 ineficient feasible portfolios. Determine 3 efficient feasible portfolios