12.4 Let X ≡ (X1,X2,Xa)’ denote the single share vector of returns on American Tobacco Company, Consolidated Cigar, and Liggett and Myers; let Y ≡(Y1, Y2)’ denote the single share returns vector for Standard Oil of New Jersey, and Socony Mobil Oil; and let Z ≡ (Z1,Z2)’ denote the single share returns vector for Consolidated Edison Company and Laclede Gas Company. Assume (hypothetically) that X, Y, and Z are mutually independent, and where and Assuming the seven securities listed above constitute a prospective portfolio, find the allocation of funds that will make the portfolio efficient in a restricted Model II sense.