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a) What is the expected return of the portfolio? b) What is the volatility(=standard deviation) of the portfolio's return? c) What is the vector of

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a) What is the expected return of the portfolio?

b) What is the volatility(=standard deviation) of the portfolio's return?

c) What is the vector of portfolio weights for the minimum variance portfolio of these securities?

w=0.20.50.3r=0.000.100.20=0.020000.100000.20 The following is true for inverses of diagonal matrices: a000b000z1=a1000b1000z11

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