$2.$ Solve $by$ hand the following. There are three $securitiesA,B,C$ with mean returns $of17\%,13\%,$ and $9\%,$ respectively. Furthermore, their standard deviations are $20\%,40\%,$ and $15\%,$ respectively. The correlation between A and $Bis0\mathrm{.}50,$ between $B$ and $Cis0\mathrm{.}30,$ and between A and $Cis$ zero. The risk$-$free rate $is5\%.$

a Find the $MVP$ and Tangent portfolios $of$ these three assets, and calculate each $of$ the portfolio return means and standard deviations.

$b$ Write the equation for the efficient frontier $of$ these three assets.