(1 point) Consider three assets assets described as follows. Asset i Mi, Expected Return on Asset i 0, Volatility of Asset i 1 11% 26% 2 3% 28% 3 1% 22% The correlation coefficients are P1.2 = -42%, P1,3 = 49%, P2,3 = -42%. The covariance matrix is 0.0676 = -0.030576 0.028028 -0.030576 0.0784 -0.025872 0.028028 -0.025872 0.0484 What are the weights of the minimum variance portfolio? w = % to 2 decimal places W2 = % to 2 decimal places W3 = % to 2 decimal places (1 point) Consider three assets assets described as follows. Asset i Mi, Expected Return on Asset i 0, Volatility of Asset i 1 11% 26% 2 3% 28% 3 1% 22% The correlation coefficients are P1.2 = -42%, P1,3 = 49%, P2,3 = -42%. The covariance matrix is 0.0676 = -0.030576 0.028028 -0.030576 0.0784 -0.025872 0.028028 -0.025872 0.0484 What are the weights of the minimum variance portfolio? w = % to 2 decimal places W2 = % to 2 decimal places W3 = % to 2 decimal places