Can someone tell me why this question's answer is 2.73

Consider the following table of annual rates of return, in percentage, for four common risky assets over the time period 2010 to 2019 Berkshire Hathaway (ticker: BRK/A) S&P 500 Index (ticker: SPX) NASDAQ 100 Index (ticker: NDX) Russell 2000 Index (ticker: RUT) BRK/A SPX NDX RUT YEAR 2010 21.4 15.1 19.22 26.85 -4.7 2.1 2.7 -4.18 16.8 16 16.82 16.35 32.7 32.4 34.99 38.82 2011 2012 2013 2014 2015 2016 27 13.7 17.94 4.89 -12.5 1.4 8.43 -4.41 23.4 12 5.89 21.31 2017 21.9 21.8 31.52 14.65 2018 2.8 -4.4 -1.04 -11.01 2019 11 31.5 37.96 25.52 Assuming there is no risk-free asset available, suppose you desire to invest in a portfolio of these 4 risky assets such that you minimize the portfolio variance, subject to the constraint that the portfolio weights sum to 1. Note that short positions (negative weights) are permissible. Using mean-variance portfolio optimization, determine the 4 minimum variance portfolio weightings and the minimum portfolio variance. What is the portfolio weight for SPX? Please express your numerical answer in decimal (not percentage) form and round your answer to two decimal places