We have solved for the minimum variance portfolio, the weights and its expected return and variance. The expected return was 25%. However, we need the return to be 26. What should be the minimum variance and the weights on the three stocks using the below for data?

Instrument Expected return Variance Stock 1 0.2 0.2 Stock 2 0.25 0.2 Stock 3 0.3 0.2 Covariance Matrix S1 S2 53 S1 0.2 -0.1 0.15 S2 -0.1 0.2 -0.1 S3 0.15 -0.1 0.2 Instrument Expected return Variance Stock 1 0.2 0.2 Stock 2 0.25 0.2 Stock 3 0.3 0.2 Covariance Matrix S1 S2 53 S1 0.2 -0.1 0.15 S2 -0.1 0.2 -0.1 S3 0.15 -0.1 0.2