a. What are the minimum variance portfolio weights for this portfolio?
b. What is the mean rate of return for the minimum variance portfolio?
c. What is the standard deviation for the minimum variance portfolio?
d. What is the maximum portfolio rate of return if the portfolio standard deviation is constrained at 29%?

A THREE-ASSET PORTFOLIO PROBLEM

	Stock A	Stock B	Stock C
Mean	11%	14%	16%
Variance	13.5%	19.5%	21.5%

Cov(rA,rB)	0.0298
Cov(rB,rC)	-0.015
Cov(rA,rC)	0.0168

Portfolio Weights
xA	0.3330
xB	0.3330
xC	0.3340	=1-B19-B18