$(10$ marks$)$ Consider four risky assets whose covariance matrix $$ is

$=([216,70,-400,-20],[70,25,-150,-20],[-400,-150,1596,50],[-20,-20,50,100])$

$($a$)$

i$.(2$ marks$)$ Find the minimum variance portfolio.

ii$.(3$ marks$)$ Find the minimum variance portfolio's volatility.