Sameer Anand is a fund manager working with a long only PMS fund in Mumbai. After evaluating the company, industry and valuation attractiveness, he shortlisted 3 stocks from NSE to constitute his portfolio.

After shortlisting the stocks Sameer was wondering about the portfolio composition. He decided to run a Markowitz optimization program to select the optimum portfolio and arrived at the optimum weights for the stocks A, B and C. After finalizing the portfolio, Sameer found the covariance matrix of the 3 stocks and the optimum portfolio to be the following:

	Stock A	Stock B	Stock C	Optimum Portfolio
Stock A	0.10%	0.01%	0.07%	0.04%
Stock B	0.01%	0.11%	-0.04%	0.06%
Stock C	0.07%	-0.04%	0.38%	0.07%
Optimum Portfolio	0.04%	0.06%	0.07%	0.06%

The expected return of stock A (RA) = 10.0%. The weight of A in the optimum portfolio wA= 19.5% Assume that risk free rate is 7%.

a) Find the expected return of stock B (RB), that of stock C (RC) and that of the optimum portfolio Ropt

b) Given the weight of A, find the weights of B and C in the optimum portfolio