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In a small stock market, there are three assets. The corresponding covariance matrix and the expected rates of return are respectively = [ 3 1

In a small stock market, there are three assets. The corresponding covariance matrix
and the expected rates of return are respectively
=[310121011],bar(r)=[0.50.30.2].
(i) Find the optimal portfolio with an expected rate of return ?bar(r)=2360 by using two fund
theorem.
(ii) Assume now there is a risk-free asset with rate of return rf=0.1. Find the optimal
portfolio with an expected rate of return ?bar(r)=3150 by using one fund theorem.
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