answer all questions with explanation

2. Consider d = 3 risky securities with return vector RT, 0.0427 0.0100 0.0018 0.0011 H = E(RT) = 0.0015 , E = Cov(RT, RT) = 0.0018 0.0109 0.0026 0.0285 0.0011 0.0026 0.0199 (a) Find the global minimum variance portfolio. (b) Find the mean-variance efficient portfolio with an expected return of 4%. (c) Is it possible to construct a risk-free portfolio with this set of securities? Explain. (d) Are there arbitrage opportunities within this set of securities? Explain