You wish to construct the efficient portfolio that consists of the three stocks: X,Y and Z and pays 25% expected return. The expected returns on stocks X,Y and Z are 25%,23% and 15% respectively. The variance-covariance matrix, containing variances of these stocks and covariances between each pair of stocks is given below: The weights of X,Y, and Z in this efficient portfolio are: 105.15%,0%,5.15%52.17%,67.75%,19.92%17.34%,62.31%,20.35%25%,50%,25%18.84%,101.45%,20.29%