The expected returns for three different assets are given as: Probability Asset A Asset B Asset C E[] 30% 20% 15% and the covariance matrix is given as 0.161 0.06 -0.01) 0.06 0.09 -0.0225 -0.01 -0.0225 0.0625 For the assets solve the following problems: Find the minimum variance portfolio. For the minimum variance portfolio find the following values: Expected portfolio return: %. (write the return percentage as decimal number) Portfolio variance: (write it as decimal number with 4 digits after 0 (as 0.xyzt)) weight of asset A: (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345)) weight of asset B: (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345)) weight of asset (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345)) Now suppose that you want an expected return of 25%. Solve the Markowitz problem and find the following variables: Portfolio variance: (write it as decimal number with 4 digits after 0 (as 0.xyzt)) weight of asset A: (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345)) weight of asset B: (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345)) weight of asset : (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345)) (Note: Always use dot"." for decimal seperation.) The expected returns for three different assets are given as: Probability Asset A Asset B Asset C E[] 30% 20% 15% and the covariance matrix is given as 0.161 0.06 -0.01) 0.06 0.09 -0.0225 -0.01 -0.0225 0.0625 For the assets solve the following problems: Find the minimum variance portfolio. For the minimum variance portfolio find the following values: Expected portfolio return: %. (write the return percentage as decimal number) Portfolio variance: (write it as decimal number with 4 digits after 0 (as 0.xyzt)) weight of asset A: (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345)) weight of asset B: (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345)) weight of asset (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345)) Now suppose that you want an expected return of 25%. Solve the Markowitz problem and find the following variables: Portfolio variance: (write it as decimal number with 4 digits after 0 (as 0.xyzt)) weight of asset A: (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345)) weight of asset B: (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345)) weight of asset : (write it as decimal number with 2 digits after 0 (as 0.11 for a weight of 0.1074345)) (Note: Always use dot"." for decimal seperation.)