Given that the mean vector and covariance matrix of 4 risky assets are 2 -1 0 0 2 00 and = 0 0 10 0 0 01 respectively, find the weight vector and mean of the portfolio that has the smallest variance among all portfolios that are equally weighted in assets 1, 2, and 3. Given that the mean vector and covariance matrix of 4 risky assets are 2 -1 0 0 2 00 and = 0 0 10 0 0 01 respectively, find the weight vector and mean of the portfolio that has the smallest variance among all portfolios that are equally weighted in assets 1, 2, and 3