(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+W3 = 1 W 0 W 0 W3 0 where w 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 FB TSLA BA 0.04% 0.04% 0.02% FB TSLA 0.04% 0.41% 0.02% BA 0.02% 0.02% 0.04% 1. The optimal weight for FB is [A]%. (Note: round to th nearest hundredth.) 2. The optimal weight for TSLA is [B] %. (Note: round to th nearest hundredth.) 3. The optimal weight for BA is [C] %. (Note: round to th nearest hundredth.)