please answer step by step in writing

a) Assume 23 is +1.0 and your portfolio consists of securities 2 and 3 . On the graph below, carefully plot the feasible set of portfolios of securities 2 and 3 (assuming nonnegative weights for each security). b) Suppose 23 is still +1.0 but now your portfolio can consist of all three securities. On the graph below, carefully plot the feasible set of portfolios of securities 1, 2 and 3 (assuming nonnegative weights for each security). c) Indicate on the above graph which of the possible portfolios a rational risk-averse investor might consider choosing; i.e., which portfolios are efficient. Show which of the possible portfolios a rational risk-averse investor would never consider choosing; i.e., which ones are dominated. Clearly indicate your answers. Now assume 23 is -1.0 and your portfolio consists of securities 2 and 3 . d) Determine the portfolio weights that will give you the minimum standard deviation portfolio. Hint, no calculus is necessary