Suppose there are three assets: A, B, and C. Asset A's expected return and standard deviation are 1 percent and 1 percent. Asset B has the same expected return and standard deviation as Asset A. However, the correlation coefficient of Assets A and B is -0.25. Asset C's return is independent of the other two assets. The expected return and standard deviation of Asset C are 0.5 percent and 1 percent. (a) Find a portfolio of the three assets that has the smallest variance among all portfolios that yields the expected return of 0.9 percent. (5 points)