Calculate the envelope set (frontier) for the following four assets and show that the individual assets all lie within this envelope set.

A FOUR-ASST PORTFOLIO PROBLEM
Variance-Covariance					Mean Returns
0.1	0.01	0.03	0.05		6%
0.01	0.30	0.06	-0.04		8%
0.03	0.06	0.40	0.02		10%
0.05	-0.04	0.02	0.50		15%