2. Consider three securities with the following expected returns, standard deviations of returns, and correlations between returns: 1=0.20,2=0.25,3=0.17,1=0.3,2=0.15,3=0.25,12=21=0.2,23=32=0.6,13=31=0.15. Determine the weights in the minimum variance portfolio. What is the expected return and risk of this minimal risk portfolio