Please solve for all the parts. Thanks!

Q4-RK wants to invest in 3 assets: Asset 1 has an expected return of 100%, asset 2 has an expected return of 200%, and asset 3 has an expected return of 300%. RK must obtain at least 200% and is allowed to short any asset as she likes. The assets are all uncorrelated with each other and each has a variance of 1. 1. Set up the Lagrangian associated with the Markowitz problem using the above information. (10 pts.) 2. Set up the F.O.N.C (10 pts.) 3. Determine the optimal weights and indicate if any asset is shorted. (15 pts.) 4. Determine the risk the portfolio, (10 pts.) Q4-RK wants to invest in 3 assets: Asset 1 has an expected return of 100%, asset 2 has an expected return of 200%, and asset 3 has an expected return of 300%. RK must obtain at least 200% and is allowed to short any asset as she likes. The assets are all uncorrelated with each other and each has a variance of 1. 1. Set up the Lagrangian associated with the Markowitz problem using the above information. (10 pts.) 2. Set up the F.O.N.C (10 pts.) 3. Determine the optimal weights and indicate if any asset is shorted. (15 pts.) 4. Determine the risk the portfolio, (10 pts.)