Question: 2. Consider three securities with the following expected returns, standard deviations of returns, and correlations between returns: 1=0.20,2=0.25,3=0.17,1=0.3,2=0.15,3=0.25,12=21=0.2,23=32=0.6,13=31=0.15. Determine the weights in the minimum variance

2. Consider three securities with the following expected returns, standard deviations

2. Consider three securities with the following expected returns, standard deviations of returns, and correlations between returns: 1=0.20,2=0.25,3=0.17,1=0.3,2=0.15,3=0.25,12=21=0.2,23=32=0.6,13=31=0.15. Determine the weights in the minimum variance portfolio. What is the expected return and risk of this minimal risk portfolio

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