Portfolio management Consider a single-step market model with three risky securities with returns K1,K2,K3. Suppose that the expected returns, standard deviations and correlations are as follows: Expected returns: 1=0.152=0.103=0.10 Standard deviations: 1=0.202=0.153=0.10 Correlations:12=0.3023=0.1031=0.20 (i) Compute the covariance matrix, determine whether it is invertible and compute its inverse. (ii) Find the weights of the minimum variance portfolio. (iii) Compute the expected return and the variance of this portfolio. . .. (4) (iv) Find the portfolio with minimum variance among portfolios with expected return =10%. Compute the variance of this portfolio. (v) Provide the formulas for the minimum variance line and its image on the (,)-plane. (vi) Choose 0