Question 6. [10 marks] Compute the expected return uy and standard deviation Oy of a portfolio consisting of three risky assets with weights wi = 40%, W2 = 20% and w3 = 40%, given that the assets have expected returns P1 = 8%, 42 = 10% and M3 = 4%, standard deviations 0 1 = 1.5, 02 = 0.5, 03 = 1.2 and correlations P12 = 0.2, P23 = 0.1 and 231 = -0.1