Consider a portfolio selection problem among three risky assets (A, B, C) with covariance matrix and mean vector 0.0230 0.0093 0.0062] = 0.0093 0.0140 0.0022,7=0.15 0.0062 0.0022 0.0180 [0.20 0.10 Hint: The inverse of the covariance matrix is computed as 64.308 40.006 -17.271] =40.006 97.715 1.8369 -17.271 1.8369 61.276 Find the minimum variance portfolio. b) (10 points) Find another efficient portfolio (for example, when = 1, = 0). c) (10 ponts) Find the minimum variance portfolio if the desired annual mean rate of return is 0.20. d) (15 points) If there is a risk-free asset with annual rate of return 0.10, what is your answer to part d)?