Example 1 Consider a porfolio with three assets S, S and Ss which have expected rates of return 0.1,0.15 and 0.2 respectively, and variance-covariance matrix 0.1 0.1 -0.1 V= 0.1 0.2 0.1 -0.1 0.1 0.6 - [ (in Find the expected rates of return and the variances of the following portfolios, where the vector entries are the weights of the three assets in order (1) (0, 1.0) (ii) (0, 0, 1) (iii) (0.5, 0, 0.5) (iv) (0.3, 0.4, 0.3) comment on your solutions. SOLUTION