(From Luenberger) There are just three risky assets with rates of return r1,r2 and r3 respectively. The covariance matrix and the expected rates of return are =210121012andr=0.40.80.8 (a) Find the minimum-variance portfolio. (b) Find another efficient portfolio by setting =1 and =0. (c) If the risk free rate is rf=2, find the efficient portfolio of risky assets. (From Luenberger) There are just three risky assets with rates of return r1,r2 and r3 respectively. The covariance matrix and the expected rates of return are =210121012andr=0.40.80.8 (a) Find the minimum-variance portfolio. (b) Find another efficient portfolio by setting =1 and =0. (c) If the risk free rate is rf=2, find the efficient portfolio of risky assets