You are asked to create an optimal tangent portfolio using three stocks (FB, TSLA, BA) assuming a risk-free rate is zero. Find optimal weights for the tangent portfolio satisfying the following condition:

where w₁ is a weight allocated to FB, w₂ is a weight allocated to TSLA, and w₃ is a weight allocated to BA. The average returns for FB, TSLA, BA are -0.28%, 0.99%, -0.39%, respectively. The covariance matrix is given by

	FB	TSLA	BA
FB	0.04%	0.04%	0.02%
TSLA	0.04%	0.41%	0.02%
BA	0.02%	0.02%	0.04%

1. The optimal weight for FB is ________%. (Note: round to the nearest hundredth.)

2. The optimal weight for TSLA is ________%. (Note: round to the nearest hundredth.)

3. The optimal weight for BA is_________%. (Note: round to the nearest hundredth.)