c, ^ be Suppose we are considering investing in three securities: X1, X2, and X3. Let individual variances of return, and w1, W2, W3 be weights of investment in the portfolio of securities X1, X2, and X3, respectively. Furthermore, let a-2 be the covariance of return between X1 and X2, 303 the covariance of return between X1 and X3,3-03 the covariance of return between X2 and X3. The variance-covariance matrix is given as follows: EE 01,3 01,2 2 0 -1 -1 1 2 02,3 2,1 -1 0 2 3,1 3,2 Determine the weights of investment in the minimum variance portfolio. Select one: a. W1 = 0.20; W2 = 0.50; w3 = 0.30 b. W1 0.30; w2 = 0.40; w3 = 0.30 C. W1 0.30; W2 = 0.30; w3 = 0.40 d. w1 0.50; w2 = 0.40; w3 = 0.10 e. W1 = 0.40; W2 = 0.30; w3 = 0.30