Consider a CAPM economy with just three risky assets, A$,$ B$,$ and C with expected

rates of return of $5\%,20\%,$ and $10\%,$ respectively. Two portfolios, $1$ and $2,$ are known

to lie on the minimum variance frontier. They are defined by the portfolio weights

$w_1=(w_1^A,w_1^B,w_1^C)=(0\mathrm{.}4,0\mathrm{.}4,0\mathrm{.}2)$ and $w_2=(w_2^A,w_2^B,w_2^C)=(-0\mathrm{.}4,0\mathrm{.}2,1\mathrm{.}2),$

respectively. What are the minimum and maximum possible values for the expected

rate of return on the market portfolio?