3.13. (Three Securities) Suppose that you have $5,000 to invest in stocks 1, 2, [S(to) $10.20 and 3 with current prices S2(to) $53.75 covariance matrix [ S3(to). | $30.45) 146 3 Markowitz Portfolio Theory V= 0.03 -0.04 0.02 -0.04 0.08 -0.04 0.02 -0.04 0.04 1 and expected return vector 0.107 u = 0.15 0.075 For example, stock 3 has a volatility of 03 = 20% and expected return rate of H3 = 7.5%. The values in V and u are pure numbers (not percentages). Answer the following using an appropriate software. a) Determine the weights needed to create the global minimum-variance port- folio of these three stocks. b) Create an efficient portfolio with an expected return rate of 18%. Explicitly state the number of shares one must hold for each stock and how you fund each position. State the portfolio risk and compare it with maximum risk among the stocks