Consider a situation with 4 assets and the following expected rates of return and variance-covariance matrix: 0. 1784 0.093857 -0.000233 0.000195 -0.000094 U= 0.0234 V= -0.000233 0.051747 -0.000149 0.000081 0. 1320 0.000195 -0.000149 0.056614 -0.000052 0. 1375 -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