Suppose the market has just three assets with variances = 1, = 2, = 3, and covariances sigma2 = sigma23 = 0, sigma13 = 1. The expected rates of return are rbar1 = 0.1, rbar2 = 0.2, and rbar3 = 0.3. If the risk-free rate is 0.05, find the weights and expected rate of return for the market portfolio