Return	Beta	Variance (Return)	Variance (Residual)
AAPL	0.15	1.8	0.09	0.00900
MMM	0.11	1.1	0.05	0.01975
XOM	0.07	0.5	0.02	0.01375

Assume the expected market return is 10%, its variance is 0.025, and the T-Bill is 2%. Form the optimal risky portfolio using the market and these three stocks. Report the weights for the active and passive portfolios, as well as the expected return and variance of the optimal risky portfolio.