We consider a market with 3 risky assets. You are given that - The expected returns of these 3 risky assets is =0.060.090.15. - The covariance matrix of these 3 risky assets is =0.050000.10000.2. - The return rate of riskfree asset is rf=0.05. (a) Suppose that an investor is seeking for a portfolio consisting of risky assets only with Sharpe ratio not less than 0.2 , (i) Find the portfolio which has the smallest variance. (ii) Find the portfolio with maximum expected return. (b) Suppose that another investor is seeking for a minimum variance portfolio consisting of risky assets only and the Sharpe ratio of the portfolio is at least >0, is it always true that the optimal portfolio is the minimum variance portfolio with Sharpe ratio . Provide full justification to support your answer. ()Hint: Use feasible region and graphical method to help you)