Suppose there are 10 assets which are uncorrelated. You may invest in any one, or in any combination of them. The mean rate of return is the same for each asset, but the variances are different. The return on asset i has a variance of % 2/3 for i = 1, 2, , 10. (a) Determine the weights for minimizing the variance of the portfolio. (b) If = 0.1 +0.05i, what is the minimum-variance of the portfolio?