$($i$)$ Find two minimum$-$variance portfolios of the mean$-$variance portfolio optimization

problem by setting $(=0$;$=1)$ and $(=1$;$=0),$ respectively.

$($ii$)$ In addition, there is a risk$-$free asset with $r_f=0\mathrm{.}1.$ Find the efficient portfolio of

risky assets specified in the One$-$Fund Theorem.