Let X, Y, Z be the three assets. Suppose 02 (X) = 1,62 (Y) = 2, 0' (Z) = 5.Cov(X, Y) = 1, Cov( X, Z) = -2, Cov(Y, Z) = -3. Let the portfolio be (wx, wy, wz) , which portfolios yield the minimal variance? (Hint: can we find a combination of X and Y that is perfectly negatively correlated with Z?) O (wx, WY , wz) = (31 81 7) O (wX, WY , wz) = (7, 7, 7 ) O (wx, WY , wz) = (0.8, 0, 0.2) O (wx, WY , wz) = (3: 31 3)