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covariance a b c a 0.2500 0.0095 0.0000 b 0.0095 0.0350 0.075 c 0.0000 0.075 0.0450 expected return 12% 21% 17% risk free = 4%

covariance	a	b	c
a	0.2500	0.0095	0.0000
b	0.0095	0.0350	0.075
c	0.0000	0.075	0.0450
expected return	12%	21%	17%

risk free = 4%

Calculate the weightings of the tangency portfolio. A A=0.1734; B=0.5873; C=0.2392 B A=0.1018; B=0.2085; C=0.6897

C A=0.1060; B=0.1950; C=0.6990 D A=0.2085; B=0.1018; C=0.6897

Please explain how C is the answer?

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