You have the following information: stock A stock B stock C risk-free return 15% 24% 8% 3% Var 15% 90% 75% 0 cov(A,B) -10% cov(A,C) 15% cov(B,C) -50% Compute the lowest variance portfolio of A, B, and C while targeting a return of 20%. What is the weight of A in such portfolio? (use decimals and approximate to the nearest two decimals).