5. Variance Covariance Matrix and Asset Allocation Model (Markowitz Portfolio Model): Suppose the variance covariance matrix for two stocks is given as:

	Stock 1	Stock 2
Stock 1	0.025	0.015
Stock 2		0.030

The expected rate of returns on Stocks 1 and 2 are 10% and 12%, respectively. The average return to risk-free treasury is 5%. Given that the objective of the investor is a minimum-risk portfolio, find the optimum weights of each stock in the portfolio.