Consider the following variance-covariance matrix and expected total returns. The risk free rate is 2%. VCV Expected total returns FM DL KT FM 0.504 0.36 0.18 FM 0.03 DL 0.36 0.36 0 DL 0.06 KT 0.18 0 0.72 KT 0.05 Required: Calculate the portfolio weights for the Markowitz minimum variance portfolio of the three assets FM, DL and KT.