Suppose there are n risky assets. Assume - they are uncorrelated (i.e. ci,j=Cov(Ki,Kj)=0 when i=j ); - each has the same mean return m (i.e. m1==mn=m ), and - the variances of their returns may be different (let the variance of Ki be i2). Answer the follow: - Sketch the situation in the (V,V) plane. - Find the minimum variance point, and the associated weights. Express your answer in terms of the harmonic mean 2 of the variances, defined by 2=(n1i=1Ni21)1