8. In a small market, there are three assets. The corresponding covariance matrix and the expected rate of returns are 1 2 1 r=12 1 2 3 13 respectively. A risk-free asset has r; = 100%. (a) Find the one-fund specified in the One-Fund Theorem and its expected rate of return and hence find an optimal portfolio with r = 2. (b) When considering only the first two assets, let F(a) = a1 + (1 - alfa. Draw the feasible region (o(a), f(a)) when 0