5. There are three stocks D, E, and F. The expected returns of the three stocks are 0.10, 0.18, and 0.25, respectively. The variances of the three stocks are 0.01, 0.04, and 0.09, respectively. Furthermore, the covariance between stocks D and E is 0.2, the covariance between stocks D and F is 0.1, and stocks E and F are uncorrelated. Find the weights of the portfolio with the smallest possible risk. (6 pts) SAMSUNG 5. There are three stocks D, E, and F. The expected returns of the three stocks are 0.10, 0.18, and 0.25, respectively. The variances of the three stocks are 0.01, 0.04, and 0.09, respectively. Furthermore, the covariance between stocks D and E is 0.2, the covariance between stocks D and F is 0.1, and stocks E and F are uncorrelated. Find the weights of the portfolio with the smallest possible risk. (6 pts) SAMSUNG