2. Consider a three asset world with the following parameters:Mean returns = R =10%12%1450.30.020.020.40.05 0.06-0.050.060.6Suppose you have two investment opportunities for a portfolio based on the three assets with the following invested fractions:P, = [0.3 0.2 0.5 ]P2 = [0.5 0.4 0.1 ](a) Evaluate the mean and variance of each portfolios returns.(b) Which portfolio would you invest in, P, OR P,?