1. Consider the following stocks A, B, C with the following characteristics Stock Exp. Return Volatility 10% 9% 22% 2096 10% 40% Correlations 0.25 1 0.04 0.43 0.43 0.25 0.04 Assume that you want to target a return of 15% per year by investing in the three stocks, what would be the portfolio which achieves such return and has the smallest variance? (Set up the optimization problem that you want to solve first, with letters; then solve numerically. Display the weights and the variance of the optimal portfolio)