Suppose the variance-covariance matrix of Stock A, Stock B, Stock C, and Stock D is given by: A B C D A 0.2 0 o o 0 B O 0.2 o 0 U 0 0.2 0 0 o D o 0 0.2 If we want to form a Global Minimum Variance Portfolio (GMVP) using all four stocks, what should the weight on Stock C? Please convert percentage to number (i.e. 10% -> 0.1)