There are three stocks D, E, and F. The expected returns of the three stocks are 0.10, 0.05, and 0.25, respectively. The variances of the three stocks are 0.04, 0.01, and 0.09, respectively. Furthermore, the covariance between stocks D and E is 0.01, the covariance between stocks D and F is 0.01, and stocks E and F are uncorrelated. Find the weights of an efficient portfolio with the expected return of 0.2