c thanks.

(Markowitz fun) There are just three assets with rates of return r1,r2, and r3, respectively. The covariance matrix and the expected rates of return are =210121012,r=.4.8.8 (a) Find the global minimum-variance portfolio. (b) If the risk-free rate is rf=0.2, find the efficient portfolio of risky assets (that is, the tangent portfolio). (c) For a required return z=0.4, find the weight of the optimal portfolio with both risk-free and risky assets. (Markowitz fun) There are just three assets with rates of return r1,r2, and r3, respectively. The covariance matrix and the expected rates of return are =210121012,r=.4.8.8 (a) Find the global minimum-variance portfolio. (b) If the risk-free rate is rf=0.2, find the efficient portfolio of risky assets (that is, the tangent portfolio). (c) For a required return z=0.4, find the weight of the optimal portfolio with both risk-free and risky assets