There are three risky assets with rates of return r1,r2, and r3, respectively. The covariance matrix and the expected rates of return are =0.40.200.20.40.200.20.4,r=0.040.080.06. (a) Find the global minimum-variance portfolio. (b) For the required return z=0.075, find (the weight of) the optimal portfolio with risky assets. There are three risky assets with rates of return r1,r2, and r3, respectively. The covariance matrix and the expected rates of return are =0.40.200.20.40.200.20.4,r=0.040.080.06. (a) Find the global minimum-variance portfolio. (b) For the required return z=0.075, find (the weight of) the optimal portfolio with risky assets