Did you know that for diagonal square matrices that the following holds? -1 -1 a 0 0 0 0 0 0 0b : 0 0} : 0 0 0 n 0 0 n With this in mind, what are the portfolio weights of the Global Minimum Variance Portfolio of a three-security portfolio with a covariance matrix shown below? 0.100 0 2 = 0 0.125 o 0 0.500 Oo a. 1/3 1/3 1/3 b. 0.5 0.4 0.1 OC. 10 8 2 d. 0.14 0.17 0.69