Consider three securities with expected returns1= 8%,2= 10%,3= 9%, standarddeviations1= 0.15,2= 0.05,3= 0.12and correlations12= 0.3,23= 0,31=0.2.Suppose that the risk-free return isR= 5%. Compute the weights in the market portfolio constructedfrom the three securities. Also compute the expected return and standard deviation of the market portfolio.Hint: The expected return and standard deviation areM= 0.0990,M= 0.0465