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There are three assets with mean vector and variance-covariance matrix. I have $10,000 and the...

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Accounting

There are three assets with mean vector and variance-covariance matrix. I have $10,000 and the investment proportion for asset 1 is 20%, for asset 2 is 50%, for asset 3 is 30%. Calculate the expected rate of return and volatility of the portfolio.

Expected rate of return( ? %), volatility( ? %)

expected rate of return vector =[10%, 3%, 20%]

variance-covariance matrix =[5 -1 3]

[-1 2 4]

[3 4 1]

Get the tangent portlio proportion with the information in 3. ( ? % , ? % , ? % )

Get the minimum variance portfolio proportio with the information in 3 ( ? % , ? % , ? % )

Note: Please put the numbers instead of "?". It is my second time uploading this question, bc I did not get the answer with numbers:)

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