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6. (4 pts) Minimum Variance Frontier - Given 3 assets whose returns' means, variances, and correlations are H = 16% T5% 6% 100% 95% 90%

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6. (4 pts) Minimum Variance Frontier - Given 3 assets whose returns' means, variances, and correlations are H = 16% T5% 6% 100% 95% 90% = 8% 95% 100% 80% 3% 10% 90% 80% 100% (a) Compute a,b in Formula 3.6. (b) What is the MVF evaluated at y = 6%? (c) Graph the MVF for 0 su

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