7. In a small stock market, there are three assets. The corresponding covariance matrix and the expected rates of return are = 1 2 0 2 2 1 0 1 3 r = 2 Find the optimal portfolio with the expected rate of return and in particular with = 1. 7. In a small stock market, there are three assets. The corresponding covariance matrix and the expected rates of return are = 1 2 0 2 2 1 0 1 3 r = 2 Find the optimal portfolio with the expected rate of return and in particular with = 1