The expected returns for three different assets are given as: Asset C Probability Asset A Asset B ET 3090 2096 1596 and the covariance matrix is given as 0.16 0.06 -0.011 0.06 0.09 -0.02251 -0.01 -0.0225 0.0625 For the assets solve the following problems: Find the minimum variance portfolio. For the minimum variance portfolio find the following values: Expected portfolio return: ]%. (write the return percentage as decimal number) Portfolio variance (write it as decimal number with 4 digits after 0 (as 0.xyzt)) weight of asset A (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345)) weight of asset B: (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345)) weight of asset C (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345)) Now suppose that you want an expected return of 25%. Solve the Markowitz problem and find the following variables: Portfolio variance: (write it as decimal number with 4 digits after 0 (as 0.xyzt)) weight of asset A (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345)) weight of asset B: (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345) weight of asset (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345))