You wish to construct the minimum variance efficient (MVE) portfolio that consists of the three stocks: X, Y and Z. The variance-covariance matrix, containing variances of these stocks and covariances between each pair of stocks is given below:

	X	Y	Z
X	0.16	0.06	-0.06
Y	0.06	0.09	0.08
Z	-0.06	0.08	0.25

The weights of X, Y, and Z in the MVE portfolio are:

A. 40.10%, 23.00%, 36.90%

B. 90.25%, 5.25%, 4.50%

C. 33%, 33%, 33%

D. 25.16%, 44.75%, 30.09%

E. 57.52%, 1.77%, 40.71%