Minimum-variance point (b) Efficient frontier Suppose there are three uncorrelated risky assets. Each risky asset has variance equal to 1, and the mean return values for assets 1, 2, and 3 are: i 0.10 2 0.20 T3 = 0.30 Assume there is no risk-free asset available. By formulating and solving the equations for the efficient set, determine the value of the mean- variance optimal portfolio weight Wi for asset 1, corresponding to the portfolio with a desired mean return of r 0.20 = Please round your numerical answer to two decimal places. Minimum-variance point (b) Efficient frontier Suppose there are three uncorrelated risky assets. Each risky asset has variance equal to 1, and the mean return values for assets 1, 2, and 3 are: i 0.10 2 0.20 T3 = 0.30 Assume there is no risk-free asset available. By formulating and solving the equations for the efficient set, determine the value of the mean- variance optimal portfolio weight Wi for asset 1, corresponding to the portfolio with a desired mean return of r 0.20 = Please round your numerical answer to two decimal places