9. In a small market, there are three assets. The corresponding covariance matrix and the expected rate of returns are 3 1 2 1 2 5 2 1 2 3 r = > 4 4 respectively. A risk-free asset has rf = 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 = 2. (b) When considering only the first two assets, let f(a) = ai + (1 a)72. Draw the feasible region (o(a), 7(a)) when 0