kindly solve all 3 parts completely

4. You receive monthly alpha forecasts for a stock from 3 sources. Each alpha has the form: a, (1) = IC, . W.z, (t) (1) Prior research tells you that source 1 and 2 have information coefficients of 0.1, while source 3 has an information coefficient of 0.09. You also know that sources 1 and 2 are 60% correlated, and each has a correlation with source 3 of only 10%. a. What is the optimal blend of these three alphas? In other words, find the set of weights, { w such that: a Optimal (2) b. What is the information coefficient of the combined alpha? c. How does that compare to the information coefficient of an equal-weighted combination of the three sources? By equal-weighted, I mean