You have $1000 to invest in three stocks. Let R₁ be the random variable representing the annual return on $1 invested in stock i. For example, if R_i = 0.12, then $1 invested in stock i at the beginning of a year is worth $1.12 at the end of the year. The means are E(R₁) = 0.14, E(R₂) = 0.11, and E(R₃) = 0.10. The variances are Var R₁ = 0.20, Var R₂ = 0.08, and Var R₃ = 0.18. The correlations are r₁₂ = 0.8, r₁₃ = 0.7, and r₂₃ = 0.9. Determine the minimum-variance portfolio that attains a mean annual return of at least 0.12.