You want to optimize a portfolio composed of 3 assets. These are assets A, B and C. Asset C is risk free. Assets A and B have a of 1.2 and 0.8, respectively. Assume the risk free rate is 2% and the market portfolio return is 10%. Suppose, in the previous exercise, you want to choose the weights optimally to get a 5% target standard deviation. What are all the steps you have to carry out in order to perform this? Describe these and set the inputs and outputs you will need/obtain.