please answer the question on markowitz

7. (Markowitz fun) There are just three assets with rates of return 1 , 12, and r3, respectively. The covariance matrix and the expected rates of return are 2 0 V = 1 2 O 2 (a) Find the minimum-variance portfolio. [Hint: By symmetry w1 = w3. ] (b) Find another efficient portfolio by setting A = 1, u = 0. (c) If the risk-free rate is rf = .2, find the efficient portfolio of risky assets