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