Question 2: (5 marks) A market consists of three stocks - call them Stock 1, Stock 2 and Stock 3 respectively. Stock 2 lies on the minimum variance set and so does the portfolio (0.3,0.5,0.2) which has weights 0.3,0.5 and 0.2 in Stock 1, Stock 2 and Stock 3 respectively. Your client wants to invest exactly 70% of her money in Stock 2, but is flexible about how she invests the rest. Find the portfolio with the minimum risk that meets her requirement