There are three assets with rates of return r1, r2, r3 such that the mean and covariance matrix are: 0.4 2 1 u s: as and r: 12 1 as 0 1 2 (a) Find the minimumvariance pertfnlie. Note that by symmetry; you ma}r take m1 = mg. (b) Find another portfolio by setting A1 = 11kg = (i. (e) Normalised this portfolio. (d) If the riskfree rate is #I = 0.2, nd the efcient portfolio of risk},F assets