00-6 3. Consider the following three assets: e= r2 T + 1 -1 0 -1 0 -1 9 -1 and we A B C can obtain that v-' = B B C , with A=1.346154, B=0.346154, C=0.038462, C C D D=0.115385. Identify the expected return and portfolio weights for Minimum Variance Portfolio. 00-6 3. Consider the following three assets: e= r2 T + 1 -1 0 -1 0 -1 9 -1 and we A B C can obtain that v-' = B B C , with A=1.346154, B=0.346154, C=0.038462, C C D D=0.115385. Identify the expected return and portfolio weights for Minimum Variance Portfolio