a C= 2.3 Assume that we have three assets with a covariance matrix of returns 0.01 0.01 0 0.01 0.02 -0.01 0 -0.01 0.03 (a) Compute the minimum variance portfolio (b) Assume that a portfolio with weights = (1, W2, W3) = (1:, lies on the MVL. Find a portfolio w on the MVL for which ow = a = = 10 a C= 2.3 Assume that we have three assets with a covariance matrix of returns 0.01 0.01 0 0.01 0.02 -0.01 0 -0.01 0.03 (a) Compute the minimum variance portfolio (b) Assume that a portfolio with weights = (1, W2, W3) = (1:, lies on the MVL. Find a portfolio w on the MVL for which ow = a = = 10