- There are three assets with the rates of return ri = 21a +218 +1, r2 -31A +618 -2, 13 = 51A-18 +4, respectively, where A and B are two independent random events. Find the portfolio of the three assets with the minimum variance and determine its expected return rate. [20 marks] - There are three assets with the rates of return ri = 21a +218 +1, r2 -31A +618 -2, 13 = 51A-18 +4, respectively, where A and B are two independent random events. Find the portfolio of the three assets with the minimum variance and determine its expected return rate. [20 marks]