You have the following information about the returns on three risky assets over the next year: Asset Expected Standard Correlations return deviation X Y Z X 20% 40% 1 0.4 0 Y 24% 50% 0.4 1 0.1 z 4% 12% 0 0.1 1 a. Determine the minimum-variance portfolio of the three assets. Do the portfolio weights seem reasonable given the inputs? Compute the expected return and the standard deviation of the return on the minimum-variance portfolio. In addition to the three risky assets, you can also invest in a risk-free asset with a return of rf = 3%. b. Compute the Sharpe ratios of the three assets. c. Construct a (standard deviation, expected return)-diagram in which you plot the minimum-variance portfolio, the three assets, and the risk-free asset