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Suppose there are three uncorrelated assets. Each has variance 1, and the mean values are 1,...

Suppose there are three uncorrelated assets. Each has variance 1, and the mean values are 1, 2, and 3, respectively.
(a) Define the weights(w1, w2, w3) based on the portfolio rate of return, r ̄.
(b) Define the standard deviation, σ, based on r ̄.
(c) What is the expected rate of return of a portfolio in the efficient frontier when σ = 0.6?
(d) What are the values of r ̄ and σ for minimum-variance point?
（please help me know how to solve this problem by hand writing.）
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