Using your answers from (d) above, calculate and produce a single diagram in annualised expected return and standard deviation space showing: a) Each of the three companies and the three combination lines (or portfolio opportunity sets) between returns on two companies with short-sales constraints. b) The unconstrained minimum variance set (MVS) for the three-asset portfolio and identify the global minimum variance portfolio (MVP). Use alphabet letters to identify the beginning and ending points of the constrained MVS. c) The capital market line (CML) by selecting an efficient portfolio in the MVS as a proxy for the market portfolio and its companion (or zero-beta) portfolio. d) Determine the portfolio weights, expected return, and standard deviation of the complete portfolio on the CML derived in Q2(c) for a risk-averse investor with a risk aversion coefficient, A=3