Among all attainable portfolios constructed using three stocks with expected returns 1 = 20%, 2 = 13% and 3 = 17%, standard deviations 1 = 0.25, 2 = 0.28, 3 = 0.20 and correlations 12 = 0.30, 23 = 0.1 and 31 = 0.15.

(a) UsingMATLAB or other software packages, find the weights of the portfolio with the minimum variance among all attainable portfolios.

(b) Compute the expected return of the portfolio found in (a).

(c) Compute the standard deviation of the portfolio found in (a).