(EXCEL Question) You are asked to create an optimal tangent portfolio using three stocks (FB, TSLA, BA) assuming a risk free rate is zero. Find optimal weights for the tangent portfolio satisfying the following condition: W1+W2+W3 = 1 W120 W220 W320 where w1 is an weight allocated to FB, 2 is an weight allocated to TSLA, and w3 is an weight allocated to BA. The average returns for FB, TSLA, BA are -0.28%, 0.99%, -0.39%, respectively. The covariance matrix is given by FB FB TSLA BA TSLA BA 0.04% 0.04% 0.04% 0.41% 0.02% 0.02% 0.02% 0.02% 0.04% 1. The optimal weight for FB is [A]%. (Note: round to th nearest hundredth.) 2. The optimal weight for TSLA is [B]%. (Note: round to th nearest hundredth.) 3. The optimal weight for BA is [C]%. (Note: round to th nearest hundredth.) 0.00 97.53 0.00