You’re considering investing in three stocks. From historical data you have calculated an ex­pected return, the variance of the return rate, and the covariance of the return between the different stocks. You want to reduce variability, or risk, by spreading your investment wisely amongst the three stocks. You have a target growth rate of 12%. As an additional safety feature, you decide to invest no more than 75% in any single asset. What percentages of your funds should you invest in each of the three stocks to achieve this target and minimize the risk of the portfolio?