Consider the following stocks: AT&T Inc. $($T$),$ Verizon Communications Inc. $($VZ$),$ and T$-$Mobile US Inc. $($TMUS$).$ An investor wants to build a minimum variance portfolio by buying these stocks. The amount invested in Verizon $($VZ$)$ should be twice the amount invested in T$-$Mobile $($TMUS$).$ Suppose the daily rates of return, standard deviations, and covariances are rvz $=-0\mathrm{.}000153102,$ rt$=0\mathrm{.}000289747,$ rtmus $=0\mathrm{.}000787918,$ svz $=0\mathrm{.}01162945,$ st $=0\mathrm{.}011620028,$ stmus $=0\mathrm{.}012889135$ and cov$($vz$,$t$)=0\mathrm{.}0000667,$ cov$($vz$,$tmus$)=0\mathrm{.}0000675,$ and cov$($t$,$tmus$)=0\mathrm{.}000064.$ Find the portfolio daily variance.