Suppose you have a portfolio of three stocks: S1,S2 and S3 with the covariance matrix of returns being =0.250000.010.00400.0040.04. Assume that you want your portfolio to be uncorrelated to market movement and and the s to market for S1,S2 and S3 are 0.1,0.2 and 0.3 respectively. If you have $100,000, how would you allocate such that your portfolio has minimum variance and with beta to market being 0 (i.e., not sensitive to market movement)