There are just three assets with rate of return r, /2, and r3, respectively. The covariance matrix and the expected rates of return are as follows: 1 1 2 0.2 E(r) 0.5 0.6 M- 1 3 1 2 1 3 Consider the portfolio of the three assets. (Keep your answers to 4 decimal places except for (d), e.g. xx 1234.) (a) Suppose that the weight vector of portfolio A is WA (0.6, 0.2, 0.2), find its expected rate of returin and standard deviation of the rate of return b) Find the weight vector of the minimum-variance portfolio 8. (c) Let rA and rg denote the random rate of return of portfolio A and portfolio B, respectively. Find the covariance between rA and B , and then determine if r4 and rg are correlated or not. (Key in 'P' for positively correlated, 'N' for negatively correlated and'U for uncorrelated.) (d) Can we find a portfolio whose rate of return is uncorrelated with that of portfolio A? (key in "Y' for Yes and 'N' for No.) If yes, find the portfolio. If no, explain why. (No need to key-in answer here.)