If we want to an optimal portfolio which also has a risk level that is below any one of the risk asset's risk level what shall we set up for Subject to the Constraints K M N o P a R 1 average return stev weight 2 PFE 0.000399998 0.02084 0.1 3 XOM 0.002 162303 0.03069 0.1 4 HD 0.001156428 0.02748 0.1 One ge 5 SPY 0.000756897 0.02081 0.1 6 TLT 0.000774721 0.01367 0.1 - Hn 7 GLD 0.000967329 0.01162 0.1 8 Total weight 0.6 9 Portfolio return 0.000189307 10 Portfolio stev 0.008334219 11 Sharpe 0.020776932 12 13 14 15 16 Schest 17 Me 18 Song 19 Gheorie Seminah ningu 20 pen 21 22 23 MB - 1 and 101 OMB = 1 and 10-19 MB-1 KIO Min