3.1 Exercise: Portfolio Optimization (Optional] The expected returns u of 2 assets are the following: Asset 1 Asset 2 0.08 0.1 The variance-covariance matrix between the assets (2) Asset 1 Asset 2 Asset 1 0.002 0.001 Asset 2 0.001 0.003 3.1.1 Lagrange Optimization Form a portfolio with minimum variance subject to budget constraint (sum weights = 1). (Do not use computer, use paper calculation and calculator (as during the exam)