You are asked to create an optimal minimum variance portfolio using three stocks (FB, TSLA, BA). Find optimal weights for the minimum variance portfolio satisfying the following condition:

w1 + w2 + w3 = 1 all are greater than > or equal to 0

where w₁ 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
FB	0.04%	0.04%	0.02%
TSLA	0.04%	0.41%	0.02%
BA	0.02%	0.02%	0.04%

1. The optimal weight for FB is

2. The optimal weight for TSLA is

3. The optimal weight for BA is