Required:

The weights of X, Y, and Z in the MVE portfolio are?

You wish to construct the minimum variance efficient (MVE) portfolio that consists of the three stocks: X, Y and Z. The variance-covariance matrix, containing variances of these stocks and covariances between each pair of stocks is given below: X > N Y X Y 0.16 0.06 -0.06 0.06 0.09 0.08 -0.06 0.08 0.25 Z