Consider the following stocks: AT&T Inc. (T), Verizon Communications Inc. (VZ), and T-Mobile US Inc. (TMUS). An investor wants to build a 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 r_vz =-0.000153102, r_t=0.000289747, r_tmus =0.000787918, s_vz =0.01162945, s_t =0.011620028, s_tmus =0.012889135 and cov(vz,t) =0.0000667, cov(vz,tmus) =0.0000675, and cov(t,tmus) =0.000064.

What are the expected returns?