There are just three risky assets with expected rates of return E(r) = 15. E(r) = 5 and E(r3-10, respectively, and variances of the returns 1-10, 22-15, and 32-20. Assume that the returns of these assets are uncorrelated (Keep all your answers to 4 decimal places, e.g. xx.1234.) (a) Find the minimum-variance portfolio, and then determine the mean and standard deviation of the return on the portfolio W1 w3 (no need to keyin) E(r) o: (b) Find another efficient portfolio by setting1 and H 0 in the equations of Markowitz model, and then determine the mean and standard deviation of the return on the portfolio 1- W2. W3 (no need to keyin) E(r) O. (c) Assume in addition that there is a risk-free asset with rate 0.5. (Shorting is allowed.) Find the efficient portfolio of risky assets W3 (no need to keyin) 1.1 " There are just three risky assets with expected rates of return E(r) = 15. E(r) = 5 and E(r3-10, respectively, and variances of the returns 1-10, 22-15, and 32-20. Assume that the returns of these assets are uncorrelated (Keep all your answers to 4 decimal places, e.g. xx.1234.) (a) Find the minimum-variance portfolio, and then determine the mean and standard deviation of the return on the portfolio W1 w3 (no need to keyin) E(r) o: (b) Find another efficient portfolio by setting1 and H 0 in the equations of Markowitz model, and then determine the mean and standard deviation of the return on the portfolio 1- W2. W3 (no need to keyin) E(r) O. (c) Assume in addition that there is a risk-free asset with rate 0.5. (Shorting is allowed.) Find the efficient portfolio of risky assets W3 (no need to keyin)