I am doing a Investment and Portfolio module and I need to find out how to determine the fund's optimal strategic asset allocation (SAA) for each asset class, including the allocation to cash via excel. Through the tutorials so far, we have only been taught how to do it when we have the historical data provided. However, for this the only data provided is as shown in the screenshot below. Moreover, we find it through the correlation matrix and covariance matrix, in which I am unsure of how to obtain the covariance matrix with the limited information provided.

I would appreciate if someone could teach and explain to me how to obtain the covariance matrix and fund's optimal strategic asset allocation for each asset class. You can assume equal weights for the assets.

Thanks

Expected return (%) Standard deviation (%) Correlations Domestic equities lntemationai equities Giobaixed income Ahematives Asset ciass investment characteristics Domestic equities 13.4 20.0 1.0 0.88 0.62 0.29 International equities 15.1 21.0 1.0 0.57 0.25 Global xed income 5.9 9.0 1.0 0.02 Alternatives 14.0 19.0 1.0