A portfolio analyst has been asked to allocate investment funds among three different stocks. The relevant data for the stocks is shown in the following table. If the goal is to minimize risk while maintaining a return of at least $13\%,$ find the proper allocation of the funds to each stock.

$\backslash$table$[[$Stock$,$Return $($R$),\backslash$table$[[$Risk $($Standard$],[$Deviation $-$ S$)]],$Pair of Stocks,$\backslash$table$[[$Joint Risk$],[($Covariance$)]]],[$A$,0\mathrm{.}19,0\mathrm{.}17,$A$-$B$,0\mathrm{.}02],[$B$,0\mathrm{.}12,0\mathrm{.}15,$A$-$C$,-0\mathrm{.}01],[$C$,0\mathrm{.}10,0\mathrm{.}09,$B$-$C$,0\mathrm{.}06]]$

What are the optimal values of investment in each stock?

Note: Round your answers to three decimal places.

$\backslash$table$[[,$Optimal values$],[x_A,],[x_B,],[x_C,]]$

What is the optimal value of risk $($expressed as standard deviation$)?$ Use your rounded answers for $x_A,x_B$ and $x_C.$

Note: Round your answer to $2$ decimal places and enter your answer as a percentage.

Optimal value

$\%$