Consider a situation with 4 assets and the following expected rates of return and variance-covariance matrix: =11 F 0.1784 0.0234 0.093857 -0.000233 0.000195 -0.000094 V= -0.000233 0.051747 -0.000149 0.000081 0.1320 0.1375 0.000195 -0.000149 0.056614 -0.000052 -0.000094 0.000081 -0.000052 0.060000 Find the weights of the globally minimum variance portfolio, its expected rate of return, and its standard deviation.