We continue with n=3, so we only have 3 risky assets and a risk-free asset. Solve the following univariate portfolio optimization problems: 1. max, MV ((w; - arf + (wi + a)r + w r2 + w;r3) [Select] 2. max, MV, ((w a)rf +(wi + ai )r + (w. + an)r2+ (w + c3 )r3) [ Select) Recall that MV,(r) = E(r) Var(r) and wo, w1,..., w denote the optimal portfolio weights. In particular, and we define 20 + wi + W = t.tw so it is always the case that 1 = w1 + ... + We continue with n=3, so we only h. Solve the following univariate portfo 1. maxq MV((W7 a)rf + (wi [Select ] 2. max, MV ((W* - a)rf + (wi + Select] [ Select] alpha=-1 alpha=1 Without numbers it is impossible to know alpha=0