Consider a situation with $4$ assets and the following expected rates of return and variance$-$covariance matrix:

$\backslash$table$[[0\mathrm{.}2,0\mathrm{.}25,0\mathrm{.}034,0\mathrm{.}016,0\mathrm{.}019,],[0\mathrm{.}16,v=,0\mathrm{.}034,0\mathrm{.}88,0\mathrm{.}032,0\mathrm{.}046],[0\mathrm{.}05,0\mathrm{.}016,0\mathrm{.}032,0\mathrm{.}15,0\mathrm{.}027,],[0\mathrm{.}11,0\mathrm{.}019,0\mathrm{.}046,0\mathrm{.}027,0\mathrm{.}102,]]$

Find the weights for the globally minimum variance portfolio, its expected rate of return, and its standard deviation.