Consider the following data on three ETF funds A, B and C, and the risk free asset: ECCO 0.1 0.1 B 0.08 0.09 0.15 0.2 Risk Free asset 0.01 The correlation matrix is given by: ABC AI B 0.20 C 0.4 -0.50 1. Construct the Minimum Variance Efficient (MVE) portfolio, consisting of these three indexes and report the weights of each of these three indexes in the MVE pf. If you used Solver, please explain how you set it up. 2. What are the mean and standard deviation of the MVE portfolio? 3. Find the portfolio of the three funds with the maximum Sharpe ratio = Consider the following data on three ETF funds A, B and C, and the risk free asset: ECCO 0.1 0.1 B 0.08 0.09 0.15 0.2 Risk Free asset 0.01 The correlation matrix is given by: ABC AI B 0.20 C 0.4 -0.50 1. Construct the Minimum Variance Efficient (MVE) portfolio, consisting of these three indexes and report the weights of each of these three indexes in the MVE pf. If you used Solver, please explain how you set it up. 2. What are the mean and standard deviation of the MVE portfolio? 3. Find the portfolio of the three funds with the maximum Sharpe ratio =