Question 7. [15 marks] Among all attainable portfolios constructed using three stocks with expected returns Hi = 20%, H2 = 13% and H3 = 17%, standard deviations 01 = 0.25, 02 = 0.28, 03 = 0.20 and correlations P 12 = 0.30, P23 = -0.1 and P31 = 0.15. (a) Using MATLAB or other software packages, find the weights of the portfolio with the minimum variance among all attainable portfolios. (b) Compute the expected return of the portfolio found in (a). (c) Compute the standard deviation of the portfolio found in (a). Question 7. [15 marks] Among all attainable portfolios constructed using three stocks with expected returns Hi = 20%, H2 = 13% and H3 = 17%, standard deviations 01 = 0.25, 02 = 0.28, 03 = 0.20 and correlations P 12 = 0.30, P23 = -0.1 and P31 = 0.15. (a) Using MATLAB or other software packages, find the weights of the portfolio with the minimum variance among all attainable portfolios. (b) Compute the expected return of the portfolio found in (a). (c) Compute the standard deviation of the portfolio found in (a)