Calculate the envelope set (frontier) for the following four assets giving a constant of 0.00 to determine portfolio xs optimal weights, and a constant of 0.04 to determine portfolio ys optimal weights. Graph the frontier based on varying the weighting in portfolio x from -1.4 to 3.0 in 0.2 step increments.

Variance-Covariance Matrix				Asset	Expected returns E ( r )
0.5	0.04	0.06	0.04	A	0.1
0.04	0.3	0.02	-0.06	B	0.08
0.06	0.02	0.6	0.04	C	0.06
0.04	-0.06	0.04	0.1	D	0.04