Question: plz solve these questions There is no question missing, just a and b 2questions in total. Plz help me if you can solve them Problem

plz solve these questions

There is no question missing, just a and b 2questions in total. Plz help me if you can solve them

Problem 5. (9 pts) Suppose that there are three uncorrelated assets. Each of the assets has variance 1. The mean returns are given by 1, 2, and 3 respectively. a) (3 pts) Find the portfolio that has the smallest variance with expected return Mx. Find the standard deviation of this portfolio in terms of x. b) (6 pts) Repeat a) when there is no short selling allowed. (Hint: discuss three different cases, based on the value range of px) Problem 5. (9 pts) Suppose that there are three uncorrelated assets. Each of the assets has variance 1. The mean returns are given by 1, 2, and 3 respectively. a) (3 pts) Find the portfolio that has the smallest variance with expected return Mx. Find the standard deviation of this portfolio in terms of x. b) (6 pts) Repeat a) when there is no short selling allowed. (Hint: discuss three different cases, based on the value range of px)

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