You have $50,000 to invest in three stocks. Let Ri be the random variable representing the annual return on $1 invested in stock i. For example, if Ri = 0.12, then $1 invested in stock i at the beginning of a year is worth $1.12 at the end of the year. The means are E(R1) = 0.14, E(R2) = 0.11, and E(R3) = 0.10. The variances are Var R1 = 0.20, Var R2 = 0.08, and Var R3 = 0.18. The correlations are r12 = 0.8, r13 = 0.7, and r23 = 0.9. Determine the minimum-variance portfolio that attains an expected annual return of at least 0.12.