Create a Python function that returns a nested dictionary given a list of keys and their corresponding values.
keys = ["key_1", "key_2", "key_3"]
values = [1, 2, 3]
def create_nested_dict(keys, values): 
  my_dict = {}
  for i in range(len(keys)):
    my_dict[keys[i]] = values[i]
  return my_dict