Please answer question C the bonus point question

c$)$ The technical issues are beyond this course. However, the general principle is the same as that for the two$-$asset case. We should minimize portfolio variance, given that the sum of the weights is equal to one, i$.$e$.Mi{n}_{w_1,w_2,w}{}_p^2=w_A^2{}_A^2+w_B^2{}_B^2+w_C^2{}_C^2+2w_A{w}_B{}_{AB}+2w_A{w}_C{}_{AC}+2w_B{w}_C{}_{BC}$

w$.$r$.$t$.$

$w_A+w_B+w_C=1.$

Please provice the correct E$E(R_p)$ and ${}_p$ for $0\mathrm{.}5$ bonus points.