What is the correlation between asset 1 and asset 2? If one cannot invest in the risk free security then what is the best portfolio that earns a 13% expected return?

Consider three risky assets with the following attributes: Expected Return Standard Deviation Asset 1 12% 22% Asset 2 5% 10% Asset 3 15% 18% The risk-free rate is 2%. The covariance matrix for the assets is: Asset 1 Asset 2 Asset 3 0.0198 Asset 1 0.0484 0.0110 Asset 2 0.0110 0.0100 0.0090 Asset 3 0.0198 0.0090 0.0324 Assume short-selling is allowed