3. Suppose that there 4 assets: 1, 2, 3 and 4. E(71) = E (72) = E (r;) = E (r4) = .08 and 71 =0) = 0; = 01 = .20. Also, p12 = .85, pig = .60 and p14 = .45. Suppose that your portfolio consists of 2 assets and that you have decided to hold asset 1. What other asset should you hold to minimize the risk of your portfolio? Find the weight of each asset, the expected return of the portfolio and its risk, op