As an investor, you are extremely risk averse: you do not care about expected return at all and your objective is to minimize risk, i.e., find a portfolio with the minimum possible variance. There are three assets available and the variance-covariance matrix is:

= 11 12 13 21 22 23 31 32 33 = 0.002 0.001 0 0.001 0.002 0.001 0 0.001 0.002

How much weight you should invest in each of these three assets so that your portfolio is a minimum variance portfolio (MVP)?