Consider the following data. What is the optimum portfolio, assuming short sales are allowed (standard definition)? Trace out the efficient frontier.

Below are the answers provided by my lecturer, I want to know how he got to these answers.

8 3 4 4. Consider the following data. What is the optimum portfolio, assuming short sales are allowed (standard definition)? Trace out the efficient frontier. Number R 0 1 10 5 2 6 12 4 14 7 5 6 2 3 7 1 8 8 4 9 12 2 = 0.5 for all ij Rp = 4 6 9 5 10 4 10 Regardless of the method used, the resulting investment weights for the optimum portfolio are as follows: Asseti X 1 AN 4 5 6 7 8 9 10 -5.999% -17.966% 21.676% 0.478% -29.585% 12.693% -59.170% - 14.793% 3.442% 189.224% Given the above weights, the optimum (tangent) portfolio has a mean return of 18.907% and a standard deviation of 3.297%. The efficient frontier is a positively sloped straight line starting at the riskless rate of 4% and extending through the tangent portfolio (T) and out to infinity: 8 3 4 4. Consider the following data. What is the optimum portfolio, assuming short sales are allowed (standard definition)? Trace out the efficient frontier. Number R 0 1 10 5 2 6 12 4 14 7 5 6 2 3 7 1 8 8 4 9 12 2 = 0.5 for all ij Rp = 4 6 9 5 10 4 10 Regardless of the method used, the resulting investment weights for the optimum portfolio are as follows: Asseti X 1 AN 4 5 6 7 8 9 10 -5.999% -17.966% 21.676% 0.478% -29.585% 12.693% -59.170% - 14.793% 3.442% 189.224% Given the above weights, the optimum (tangent) portfolio has a mean return of 18.907% and a standard deviation of 3.297%. The efficient frontier is a positively sloped straight line starting at the riskless rate of 4% and extending through the tangent portfolio (T) and out to infinity