We consider a portfolio consisting of three assets. We assume that their expected

returns are equal to zero whereas their volatilities are equal to $15\%,10\%$ and $20\%.$ The

correlation of asset returns is given by the following matrix:

$=([1\mathrm{.}00,],[0\mathrm{.}85,1\mathrm{.}00,],[0\mathrm{.}60,0\mathrm{.}40,1\mathrm{.}00])$

The weights of the portfolio is $=([20],[35],[45]).$ Find risk decomposition of the portfolio by

using Euler's theorem $($The Euler allocation principle$).$