You have the following information: stock A stock B stock C risk-free return 15% 24% 8% 3% Var 15% 90% 60% 0 cov(A,B) |-10% cov(A,C) 15% cov(B,C) 20% Compute the lowest variance portfolio of A, B, and C. What is the return of such portfolio? (use decimals and approximate to the nearest three decimals). Note: margin of error here: +/- 0.02. You have the following information: stock A stock B stock C risk-free return 15% 24% 8% 3% Var 15% 90% 60% 0 cov(A,B) |-10% cov(A,C) 15% cov(B,C) 20% Compute the lowest variance portfolio of A, B, and C. What is the return of such portfolio? (use decimals and approximate to the nearest three decimals). Note: margin of error here: +/- 0.02