We have three assets A1, A2, A3 and the following information: E(r1)=15%, 1=12%,; E(r2)=19% and risk 2=30%; E(r3)=25% and Risk 3=35% a) Calculate the effective diversification between A1, A2, A3, and assume 12=13=23=0, the expected returns are i.17%, ii.11%