Suppose there is no riskless asset and we have three stocks: A,B and C. Their expected returns are given by r=[[10%],[20%],[30%]] The covariance matrix is V=[[1,0,0],[0,1,0],[0,0,1]]. (a) Let p be a portfolio on the minimum-variance frontier (MVF). Write the return standard deviation of p,sigma_(p), as a function of its expected return r_(p). (b) Using the result you obtained from part (a), plot the MVF. (c) Find the global minimum-variance portfolio x_(GMV).

Suppose there is no riskless asset and we have three stocks: A,B and C. Their expected returns are given by r=10%20%30% The covariance matrix is V=100010001. (a) Let p be a portfolio on the minimum-variance frontier (MVF). Write the return standard deviation of p,p, as a function of its expected return rp. (b) Using the result you obtained from part (a), plot the MVF. (c) Find the global minimum-variance portfolio xGMV