2.2 3.2 A fund manager can invest in any combination of the three assets with the following expected returns and standard deviations: Asset 1: r1 = 2%. 01 = 2% Asset 2: r2 = 6%. 02 = 6% Asset 3: r3 = 4%, 03 = 4% All three assets returns are uncorrelated: P1; = 1013 = 923 = 0 . Find a portfolio consisting of these three assets that achieves an expected return of 4% with the lowest risk possible. Show all steps. (10 points)