Three stocks are being considered to form your portfolio. Formulate a non-linear program that will nd the portfolio that minimizes risk. The expected (average) dailyr return is R" = [0.0023,0.0013,0.0004] with covariance matrix Q: 0.0001 0.0016 0.0002 0.0003 0.0001 0.0001 0.0001 0.0002 0.004 Find a portfolio with an expected return of $0.002 and minimal variance