You have $50,000 to invest in three stocks. Let Ri be the random variable representing the annual return on $1 invested in stock i. For example, if Ri0.12, then $1 invested in stock i at the beginning of a year is worth $1.12 at the end of the year. The means are E(R1) 0.17, E(R2) 0.15, and E(R3)0.12. The variances are Var R1 = 0.25, Var R2 0.18, and Var R3-0.14. The correlations are r12-0.6, r13-09, and r23-0.7. Determine the minimum-variance portfolio that attains a mean annual return of at least 0.14. If needed, round your answers to three decimal digits. Investment decision Stock 1 Stock 2 Stock 3 Fractions to invest You have $50,000 to invest in three stocks. Let Ri be the random variable representing the annual return on $1 invested in stock i. For example, if Ri0.12, then $1 invested in stock i at the beginning of a year is worth $1.12 at the end of the year. The means are E(R1) 0.17, E(R2) 0.15, and E(R3)0.12. The variances are Var R1 = 0.25, Var R2 0.18, and Var R3-0.14. The correlations are r12-0.6, r13-09, and r23-0.7. Determine the minimum-variance portfolio that attains a mean annual return of at least 0.14. If needed, round your answers to three decimal digits. Investment decision Stock 1 Stock 2 Stock 3 Fractions to invest