X1, X2 and X3 are the proportions of an investor's portfolio held in three assets. The means of the previous returns are ui, uz and uz; and the variances of the earlier returns are 0%, 022 and 532; the CO-variances are 12, 013 and 23. (a) Define the expected return on the portfolio E(Rp) and the portfolio variance op? (b) Define the LaGrange function that would allow the investor to use the previous asset returns to select a portfolio to minimize 0,2 for an expected portfolio return of E(R.*). (c) Find the first order conditions needed to solve for X1, X2 X3 and 2. Note: You are not required to solve for X1, X2 X3 and 2, you are simply being asked for the first order conditions. X1, X2 and X3 are the proportions of an investor's portfolio held in three assets. The means of the previous returns are ui, uz and uz; and the variances of the earlier returns are 0%, 022 and 532; the CO-variances are 12, 013 and 23. (a) Define the expected return on the portfolio E(Rp) and the portfolio variance op? (b) Define the LaGrange function that would allow the investor to use the previous asset returns to select a portfolio to minimize 0,2 for an expected portfolio return of E(R.*). (c) Find the first order conditions needed to solve for X1, X2 X3 and 2. Note: You are not required to solve for X1, X2 X3 and 2, you are simply being asked for the first order conditions