40 points Saved (EXCEL Question) You are asked to create an optimal tangent portfolio using three stocks (FB, TSLA, BA) assuming a risk-free rate is zero. Find optimal weights for the tangent portfolio satisfying the following condition: w tw tw = 1 W 20 W 20 w , 20 where w1 is a weight allocated to FB, w2 is a weight allocated to TSLA, and w3 is a weight allocated to BA. The average returns for FB, TSLA, BA are -0.28%, 0.99%, -0.39%, respectively. The covariance matrix is given by FB TSLA BA FB 0.04% 0.04% 0.02% TSLA 0.04% 0.41% 0.02% BA 0.02% 0.02% 0.04% 1. The optimal weight for FB is 0 %. (Note: round to the nearest hundredth.) 2. The optimal weight for TSLA is 100 %. (Note: round to the nearest hundredth.) 3. The optimal weight for BA is 0 %. (Note: round to the nearest hundredth.)