there are 3 stocks A,B and C returns are 10, 12, 8 percentages respectively. and standard deviations are 3,8, 10 percentages respective. Covariance between A and B is 1 covariance between B and C is 0.5 covariance between A and Cis-1 then what is minimum variance portfolio proportions ? if there is a risk free asset of 5%, we introduce into above portfolio then what is the proportion of this.? Thank in advance provide answer then i will give upvote