The risk-free asset pays a return of rF=0.5%. There are 3 risky assets: A,B and C. The expected returns and variances of the risky assets are as follows: The covariances are: covAB=0.0002covAC=0covBC=0.0002 Combining A,B and C, we create four risky portofolios, called 1,2,3 and 4 . The shares of assets A,B and C in the portfolios are as follows: Now we combine the risky portfolio found in part 4 with the risk-free asset to form a complete portfolio to achieve an expected return of 1.3%. Let wF be the share of the risk-free asset in the complete portfolio and 1wF the share of the risky portfolio found in part 4. What should be the share of the risk-free asset, wF, in the complete portfolio? Part 6 Attempt 3/20 for 10 pts. Finally, what is the share of asset A in the complete portfolio that you determined in part 5