You have been given the following information regarding 3 securities, the market index and a short- term government security. Expected Return Variance-Covariance Matrix R S W RM RF Rio Tinto (R) 0.11 0.0121 Santos (S) 0.12 0.0064 0.0144 Wesfarmer (W) 0.15 0.0137 0.0080 0.0169 All Ordinaries (RM) 0.13 0.0121 0.0065 0.0097 0.0081 90-day Treasury Notes (RF) 0.08 0 0 0 0 0