Assume that the risk free asset is available and the risk free rate is zero, construct the optimal portfolio using the three assets with a target standard deviation of $8\%.$

Derive the portfolio weights and name it $"$w$3"$ in the workfile. Report $"$w$3".$

Compute the variance of the optimal portfolio, name it $"$v$3",$ and report it$.$

Calculate the Sharpe ratio of the optimal portfolio, name it $"$sr$3",$ and report it