(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+w+w 1 2 3 w > W 2 W 3 = 1 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 TSLA BA 0.04% 0.04% 0.02% 0.04% 0.41% 0.02% 0.02% 0.02% 0.04% %. (Note: round to the nearest hundredth.) 1. The optimal weight for FB is 50.00 2. The optimal weight for TSLA is 0.00 3. The optimal weight for BA is 50.00 %. (Note: round to the nearest hundredth.) %. (Note: round to the nearest hundredth.)