You have $50,000 to invest in three stocks. LetRibe the random variable representing the annual return on $1 invested in stocki. For example, ifRi= 0.12, then $1 invested in stockiat the beginning of a year is worth $1.12 at the end of the year. The means areE(R1) = 0.17,E(R2) = 0.15, andE(R3) = 0.12. The variances areVar R1= 0.25,Var R2= 0.18, andVar R3= 0.14. The correlations arer12= 0.6,r13= 0.9, andr23= 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

What is the fraction to invest for Stock 1, Stock 2 and Stock 3