In a hypothetical world of 4 assets with the following information below. Assume no restrictions on short sales. Asset 12Asset 2 Asset 34 Asset 4 Expected returns Variance- covariance matrix Asset 12 Asset 2 Asset 32 Asset 42 ka 0.10 0.02 0.04 0.05 0.202 0.04 0.012 0.06 0.07 0.084 0.092 le 0.404 0.102 0.60 Required: (Instruction: Show your workings and round your final answers to three decimal places e.g., 0.001 or 0.1% in all three parts; provide a screenshot of your key step in solving portfolio weights using Excel for part a.] a) Find the portfolio weights for the minimum risk premium portfolio using the four assets. b) Identify five new efficient portfolios and use a table to report their portfolio weights, portfolio returns, and standard deviations. Draw an efficient frontier diagram on the plane of return-standard deviation, using the six efficient portfolios identified. c) Suppose a portfolio is composed of equal weights of each asset (i.e., (0.25,0.25,0.25, 0.25]). Is the portfolio efficient? Support your answer with the results of your calculations