In a market with three stocks, the portfolios P1 = (0.6, 0.3, 0.1] and P2 = (- 0.2, 0.5, 0.7) lie on the Minimum Variance Set. The portfolios have returns 12% and 4% respectively. a) Does the portfolio P = (0.1, 0.4. 0.5) lie on the Minimum variance set? Explain. b) Does Stock 1 lie on the Minimum variance set