Consider a different CAPM economy with three risky assets $A,B,$ and $C$ that are

uncorrelated with each other. We have:

The risk free rate is $3\%.$

$($i$)$ What is the Sharpe Ratio of an efficient portfolio in this economy?

$($ii$)$ What is the equation of the Capital Market Line?

$($iii$)$ What is the composition of the optimal portfolio for an investor who requires an

expected return of $9\%?$