Consider three risky assets described as follows. Asset i Hi, Return on Asset i 16% 2 19% 3 16% 0, Risk in Asset i 24% 16% 26% The correlation coefficients are P12 = 9.00000000000001%, P13 = 12%, P23 = 12%. The respecive covariance matrix is C= [ 0.0576 0.003456 0.007488 0.003456 0.0256 0.004992 0.007488] 0.004992 0.0676 (a) Find the weights of a portfolio consisting of assets 1 and 3 only and having the expected return ly =0.1 Asset 1, W1 = 159 % to 2 decimal places Asset 3, W3 = -59 % to 2 decimal places (b) Find the associated risk (as measured by the standard deviation) in the portfolio constructed in (a) (b) Find the associated risk (as measured by the standard deviation) in the portfolio constructed in (a) Oy = sqrt((1.5942*24^2)+(.59^2 % to 2 decimal places (c) Find the weights and the risk of the minimum variance (mv) portfolio consisting of assets 1 and 3 only Asset 1, W1 = % to 2 decimal places Asset 3, W3 = % to 2 decimal places Omv = % to 2 decimal places