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$.$