4. The variance covariance matrix of returns to a portfolio of three assets A, B, and C is given as: .04 .02 .03 .001 .01 .025 a. A risk-averse investor is interested in combination of A, B, C that will minimize the risk to the investment. Find the combinations of A, B, C that will minimize the risk. b. The return to the risk-free investment is .0225. The average returns to A, B, and C are .0375, .042, and .030, respectively. Solve the risk minimizing problem of the investor subject to return to portfolio to be greater or equal to risk-free rate. 4. The variance covariance matrix of returns to a portfolio of three assets A, B, and C is given as: .04 .02 .03 .001 .01 .025 a. A risk-averse investor is interested in combination of A, B, C that will minimize the risk to the investment. Find the combinations of A, B, C that will minimize the risk. b. The return to the risk-free investment is .0225. The average returns to A, B, and C are .0375, .042, and .030, respectively. Solve the risk minimizing problem of the investor subject to return to portfolio to be greater or equal to risk-free rate