Consider an economy with three risky assets and a risk-free asset rf= 1/2. Expected returns of risky assets are respectively r1m=1,r2m= 2,r3m=2. The variance-covariance matrix is: =111140102 a. Determine the optimal composition of the risky portfolio. b. Determine the optoimal portfolio of an individual with utility function U(p,p)=p2p2 c. Determine the equation of the market line (budget line)