(EXCEL Question) You are asked to create an optimal minimum variance portfolio using three stocks (FB, TSLA, BA). Find optimal weights for the minimum variance portfolio satisfying the following condition: w1+w2+w3=1w10w20w30 where w1 is an weight allocated to FB,w2 is an weight allocated to TSLA, and w3 is an 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 1. The optimal weight for FB is \%. (Note: round to th nearest hundredth.) 2. The optimal weight for TSLA is \%. (Note: round to th nearest hundredth.) 3. The optimal weight for BA is \%. (Note: round to th nearest hundredth.)