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How to calculate the investment proportions(weights) using the bordered covariance matrix? As shown in the highlighted part below, I do not know how to calculate

How to calculate the investment proportions(weights) using the bordered covariance matrix?

As shown in the highlighted part below, I do not know how to calculate this highlighted area as well if I do not know the weights.

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AutoSave . Off Solver Example - Excel ryan choi RC X File Home Insert Draw Page Layout Formulas Data Review View Help Power Pivot Search Share Comments I Queries & Connections P & Clear ? Solver 100 Le la Get Refresh Properties Sort Filter Reapply Data Analysis Stocks Text to What-If Forecast Outline Data v All Edit Links Advanced Columns COBB Analysis ~ Sheet Get & Transform Data Queries & Connections Data Types Sort & Filter Data Tools Forecast Analysis C17 X V fx 0.0223555980920016 A B C D E F G H I K L M N 13 Panel B Bordered Covariance Matrix 14 Portfolio 15 weights 0.7018 0. 1214 -0.0926 0.0205 0. 1271 0. 1311 -0.0093 16 U.S. U.K. France Germany Australia Japan Canada 17 0.7018 U.S. 0.0224 0.0184 0.0250 0.0288 0.0195 0.0121 0.0205 18 0. 1214 U.K. 0.0184 0.0223 0.0275 0.0299 0.0204 0.0124 0.0206 19 -0.0926 France 0.0250 0.0275 0.0403 0.0438 0.0259 0.0177 0.0273 20 0.0205 Germany 0.0288 0.0299 0.0438 0.0515 0.0301 0.0183 0.0305 21 0. 1271 Australia 0.0195 0.0204 0.0259 0.0301 0.0261 0.0147 0.0234 22 0. 1311 Japan 0.0121 0.0124 0.0177 0.0183 0.0147 0.0353 0.0158 23 -0.0093 Canada 0.0205 0.0206 0.0273 0.0305 0.0234 0.0158 0.0298 24 1.0000 0.0141 0.0022 -0.0022 0.0005 0.0025 0.0020 -0.0002 25 Risk Prem 0.0564 26 Std Dev 0.1374 27 Sharpe 0.4107 Solver Example + Ready Average: 0.0243 Count: 49 Sum: 1.1928 + 100% w X 0:19 25/11/2020

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