I have $1000 to invest in three stocks. Let R1 be the random variable representing the annual return on $1 invested in stock i. For example, if then $1 invested in stock i at the beginning of a year...

I have $1000 to invest in three stocks. Let R1 be the random variable representing the annual return on $1 invested in stock i. For example, if
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) =

Determine the minimum-variance portfolio that attains an expected annual return of at least 0.12.