You wish to construct the minimum variance efficient (MVE) portfolio that consists of the three stocks: X,Y and Z. The variance-covariance matrix, containing variances of these stocks and covariances between each pair of stocks is given below: The weights of X,Y, and Z in the MVE portfolio are: 57.52%,1.77%,40.71%40.10%,23.00%,36.90%33%,33%,33%25.16%,44.75%,30.09%90.25%,5.25%,4.50%