The risk free rate is R = and there are 4 risky securities whose expected returns are The covariance matrix between the returns is not known. The expected return Of the market. portfolio is and the risk of the market portfolio is 40%. An investor holds thc portfolio with weights (10%, 30%, 40%, 20%) and thc investor has decided to change the investment [o a new portfolio that has the same expected return as the old portfolio and that, unlike the old portfolio, the risk-free asset. What is the minimal possible risk that thc investor can achicvc?