This problem will guide you to derive the mean-variance frontier with a risk-free bond, and three risky stocks. The gross returns of the three stocks are normally distributed, with expected values E[R1] = 2; E[R2] = 3; E[R3] = 4, respectively. The standard deviations are all equal to 1. For simplicity, assume that the stock returns are not correlated. The risk-free rate is Rf = 3/2. (a) Write down the problem of minimizing a portfolio return's variance, given a certain