I have $1,000 to invest in three stocks. Let Si be the random variable representing the annual return on $1 invested in stock i. Thus, if Si  0.12, $1 invested in stock i at the beginning of a year was worth $1.12 at the end of the year. We are given the following information:

E(S1) = 0.14, E(S2) = 0.11, E(S3)  0.10, var S1 = 0.20, var S2 = 0.08, var S3 = 0.18, cov (S1, S2) = 0.05, cov (S1, S3) = 0.02, cov (S2, S3) = 0.03. Formulate a QPP that can be used to find the portfolio that attains an expected annual return of at least 12% and minimizes the variance of the annual dollar return on the portfolio