Consider a universe of just three securities. They have expected rates of return 10%, 20%, and 10% respectively. Two portfolios are known to lie on the minimum-variance set. They are defined by the portfolio weights It is also known that the market portfolio is efficient. Given this information, what are the minimum and maximum possible values for the expected rates of return on the market portfolio? Now suppose you are told that w represents minimum-variance portfolio. Does this change your answer to part a