Consider three securities with the following expected returns, standard deviations of eturns, and correlations between returns: 1=0.10,2=0.20,3=0.09,1=0.15,2=0.25,3=0.25,12=21=0.423=32=0.1,13=31=0.3. - Compute the expected return and the risk of the portfolio with weights w1=0.17, w2=0.35, and w3=0.82 - Find the weights of the portfolio of the minimal risk that can be constructed using the given three securities. What is the expected return and risk of this minimal risk portfolio