4. There are three assets with rates of return r1, 72, 73 such that the mean and covariance matrix are: 0.4 210 H = 0.8 and T = 1 2 0.8 0 1 2 (a) Find the minimum-variance portfolio. Note that by symmetry, you may take w1 = W3. (b) Find another portfolio by setting A1 = 1, 12 = 0. (c) Normalized this portfolio. (d) If the risk-free rate is uf = 0.2, find the efficient portfolio of risky assets