Problem 5: There are three assets---which we label 1,2,3---with excess returns, respectively, of $.4, $.4 and $.8. The Variance-Covariance matrix is 2 1 0 : 1 2 1 0 1 2 Denote the return of asset i by ri. Find the Minimum Variance Portfolio (MVP) and the Mean-Variance Efficient Portfolio (MVE), showing the full derivation in details. Then, assume that the risk free rate is .2, and find the weights of an efficient portfolio. Sketch a diagram to complement the