I am being asked to plot the mean variance efficient frontier for three different assets varying the weights (short selling is allowed) Here is the value of average return / standard deviation / variance / covariance Asset 3 (Uniliver) average return = 0.66% Asset 3 (Uniliver) standard deviation = 5% Asset 3 (Uniliver) variance = 0.3% Asset 2 (Rolls-Royce) average return= 0.17% Asset 2 (Rolls-Royce) standard deviation = 11% Asset 2 (Rolls-Royce) variance = 1.2% Asset 1 (glaxo) average return = 0.19% Asset 1 (Glaxo) standard deviation = 5% Asset 1 (Glaxo) variance = 0.3% Asset 1 (glaxo) and Asset 2 (Rolls-Royce) covariance is = 0.00082 Asset 1 (Glaxo) and Asset 3 (Uniliver) covariance is = 0.00127 Asset 2 (Rolls-Royce) and Asset 3 (Uniliver) covariance = 0.00062 Based on the values above for average return and standard deviation and variance and covariance, What is the different weight that should be chosen for each asset in order to plot a mean variance frontier? Find the optimal allocation of each asset with varying the weight and put them on a table