There are just three risky assets with expected rates of return E(ru) = 15, Elr2) = 5 and Elr3) = 10, respectively, and variances of the returns 0,2=10, 072=15, and 632=20. Assume that the returns of these assets are uncorrelated. Keep all your answers to 4 decimal places, c.9. XX.1234.) (a) Find the minimum-variance portfolio, and then determine the mean and standard deviation of the retum on the portfolio. w2: w3 (no need to keyin) E(r): 0: (b) Find another efficient portfolio by setting 1 = 1 and j = 0) in the equations of Markowitz model, and then determine the mean and standard deviation of the return on the portfolio. wy (no need to keyin) W: E(): 0: (c) Assume in addition that there is a risk-free asset with rate r;=0.5. (Shorting is allowed.) Find the efficient portfolio of risky assets. wz (no need to keyin) There are just three risky assets with expected rates of return E(ru) = 15, Elr2) = 5 and Elr3) = 10, respectively, and variances of the returns 0,2=10, 072=15, and 632=20. Assume that the returns of these assets are uncorrelated. Keep all your answers to 4 decimal places, c.9. XX.1234.) (a) Find the minimum-variance portfolio, and then determine the mean and standard deviation of the retum on the portfolio. w2: w3 (no need to keyin) E(r): 0: (b) Find another efficient portfolio by setting 1 = 1 and j = 0) in the equations of Markowitz model, and then determine the mean and standard deviation of the return on the portfolio. wy (no need to keyin) W: E(): 0: (c) Assume in addition that there is a risk-free asset with rate r;=0.5. (Shorting is allowed.) Find the efficient portfolio of risky assets. wz (no need to keyin)