Assume that you can invest in the risk-free asset. Calculate the investment proportions required to construct an efficient portfolio with an expected return equal to the existing portfolio's expected return. (which means ill have to add the risk-free asset into the existing portfolio)

But here's my problem:

Since the weights are fixed for the pervious part, i can use the covariance matrix table multpie the weights to get the highlighted part in boardered covariance matrix (as shown below)