There are only three assets in the economy; A, B, and C. The returns and standard deviations for the three assets are gi

[answerhappygod]

There are only three assets in the economy; A, B, and C. The
returns and standard deviations for the three assets are given by:
rA = 5%, rB = 10%, rC = 12% σA = 0%, σB = 10%, σC = 20% The
correlation coefficient between assets B and C is: ρB,C = 0.7 We
ask whether these three assets are Mean-Variance efficient. If you
claim an asset is efficient prove it explicitly and if it is
inefficient show a portfolio that dominates it. In case you argue
that it cannot be determined explain why.