Current Allocation: $60$ percent of Asset CS$,40$ percent of Asset FI

Proposed Allocation: $55$ percent of Asset CS$,35$ percent of Asset FI$,10$ percent of Asset PR

You also consider the following historical data for the three risky asset classes $($CS$,$ FI$,$ and PR$)$ and the risk$-$free rate $($RFR$)$ over a recent investment period:

$\backslash$table$[[,,,r_{ij}$: