Consider three risky assets with expected return R1, R2, R3. The covariance matrix and the expected rates of return are c = (); mT =(0.4 0.8 0.8) Find the minimum variance portfolio V. Suppose there is an additional asset with ( Sigma 4,mu4) = ( 1.37,0.2), rho 1,4 = 0.35, rho 2,4 = -0.1, and rho 3,4 = 0.8. Consider a new portfolio V' which combines this asset with the portfolio V associated to your answer to (1) (i.e., Rv' = w1'R4 + w2'Rv). If w1' = 0.2, w2' = 0.8, compute the variance of your new portfolio Sigma v'2. Consider three risky assets with expected return R1, R2, R3. The covariance matrix and the expected rates of return are c = (); mT =(0.4 0.8 0.8) Find the minimum variance portfolio V. Suppose there is an additional asset with ( Sigma 4,mu4) = ( 1.37,0.2), rho 1,4 = 0.35, rho 2,4 = -0.1, and rho 3,4 = 0.8. Consider a new portfolio V' which combines this asset with the portfolio V associated to your answer to (1) (i.e., Rv' = w1'R4 + w2'Rv). If w1' = 0.2, w2' = 0.8, compute the variance of your new portfolio Sigma v'2