Consider three assets with rates of return $0\mathrm{.}4,0\mathrm{.}4$ and $0\mathrm{.}8$ respectively. Also, assume that all the three variances are $2$ and the covariance between assets one and two, and two and three are both $1$ and the last covariance is zero. If the risk free rate is $0\mathrm{.}2,$ find and efficient market portfolio.