I've recieved the same wrong answer for this question, please do not submit the same work as before. Thank you.

(1 pt) Suppose three assets have expected rates of return fl = 1 -1 = 3 variances and covariances 1,2 = 1. Also suppose a single risk-free asset with return rate rr 0.5 The weights for the one fund F of the One Fund Theorem are 1.3 = 0 W2 Enter numeric values or expressions such as fractions that reduce to numeric values The expected rate of return of the fund F is and the variance is The efficient frontier for the collection of portfolios that may be constructed from the three risky assets and the risk-free asset, is the line(. (0.rj) (1-a) + (F.rF)a fora > 0. which may be rewritten as where a0 (1 pt) Suppose three assets have expected rates of return fl = 1 -1 = 3 variances and covariances 1,2 = 1. Also suppose a single risk-free asset with return rate rr 0.5 The weights for the one fund F of the One Fund Theorem are 1.3 = 0 W2 Enter numeric values or expressions such as fractions that reduce to numeric values The expected rate of return of the fund F is and the variance is The efficient frontier for the collection of portfolios that may be constructed from the three risky assets and the risk-free asset, is the line(. (0.rj) (1-a) + (F.rF)a fora > 0. which may be rewritten as where a0