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Consider the following variance - covariance matrix for three assets, as well as the percentage of a portfolio that each security comprises, and the expected

Consider the following variance-covariance matrix for three assets, as well as the percentage of a portfolio that each security comprises, and the expected returns.
a) Calculate the expected return and volatility of the portfolio.
b) Compute the expected return and volatility of the portfolio with the lowest possible risk, given that you choose to include two of the assets in your portfolio.
c) Compute the expected return and volatility for the minimum variance portfolio that consists of all three securities.
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