There are just three risky assets with expected rates of return Elr1) = 15, E(r2) = 5 and Elr3) = 10, respectively, and variances of the returns 012=10, 022=15, and 032=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. W: w2: w3 (no need to keyin) E(r): O: (b) Find another efficient portfolio by setting 1 = 1 and u = 0 in the equations of Markowitz model, and then determine the mean and standard deviation of the return on the portfolio. W1 w2: W3 (no need to keyin) ET): 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. W1: W2: w3 (no need to keyin) There are just three risky assets with expected rates of return Elr1) = 15, E(r2) = 5 and Elr3) = 10, respectively, and variances of the returns 012=10, 022=15, and 032=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. W: w2: w3 (no need to keyin) E(r): O: (b) Find another efficient portfolio by setting 1 = 1 and u = 0 in the equations of Markowitz model, and then determine the mean and standard deviation of the return on the portfolio. W1 w2: W3 (no need to keyin) ET): 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. W1: W2: w3 (no need to keyin)