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 maximize return while maintaining risk within acceptable bounds $($in this case, a portfolio standard deviation of no more than $11\%),$ find the proper allocation of the funds to each stock.

Stock Return $($R$)$ Risk $($Standard Deviation $-$ S$)$ Pair of Stocks Joint Risk $($Covariance$)$

A $0\mathrm{.}230\mathrm{.}21$ A$-$B $-0\mathrm{.}01$

B $0\mathrm{.}130\mathrm{.}17$ A$-$C $0\mathrm{.}03$

C $0\mathrm{.}110\mathrm{.}17$ B$-$C $0\mathrm{.}09$

What are the optimal values of investment in each stock?

Note: Round your answers to three decimal places.

What is the optimal rate of return for the portfolio? Use your rounded answers for x$,$ y and z$.$