Provide the optimal allocation of the least risk portfolio:

JNJ=

DIS=

KO=

WMT=

AGG=

\begin{tabular}{|c|c|c|c|c|c|c|c|c|c|c|c|} \hline L & M & N & & P & Q & R & 5 & T & & V & W \\ \hline & JNJ & DIS & KO & WMT & AGG & & & & & & \\ \hline MEAN & 0.0288 & 0.0395 & 0.0236 & 0.0285 & 0.0100 & & & & & & \\ \hline STD & 0.0681 & 0.1202 & 0.0674 & 0.0834 & 0.0166 & & & & & & \\ \hline STD & & \multicolumn{2}{|c|}{ Correlation matrix } & & & & & & & & \\ \hline 0.0681 & 1.0000 & 0.3800 & 0.4252 & 0.4582 & -0.0517 & & & & & & \\ \hline 0.1202 & 0.3800 & 1.0000 & 0.4913 & 0.3869 & -0.4022 & & & & & & \\ \hline 0.0674 & 0.4252 & 0.4913 & 1.0000 & 0.4800 & -0.0484 & & & & & & \\ \hline 0.0834 & 0.4582 & 0.3869 & 0.4800 & 1.0000 & 0.2316 & & & & & & \\ \hline \multirow[t]{2}{*}{0.0166} & -0.0517 & -0.4022 & -0.0484 & 0.2316 & 1.0000 & & & & & & \\ \hline & & \multicolumn{2}{|c|}{ Covariance matrix } & & & sum(whts) & \multicolumn{3}{|c|}{ Weighted Covariance Matrix } & & \\ \hline wghts & 0.2000 & 0.2000 & 0.2000 & 0.2000 & 0.2000 & 1.000000 & & & & & \\ \hline 0.2000 & 0.00464 & 0.003111 & 0.001954 & 0.002603 & 5.9E05 & & 0.000186 & 0.000124 & 7.81E-05 & 0.000104 & 2.3E06 \\ \hline 0.2000 & 0.003111 & 0.014442 & 0.003982 & 0.003877 & -0.0008 & & 0.000124 & 0.000578 & 0.000159 & 0.000155 & 3.2E05 \\ \hline 0.2000 & 0.001954 & 0.003982 & 0.004549 & 0.002699 & 5.4E05 & & 7.81E05 & 0.000159 & 0.000182 & 0.000108 & 2.2E06 \\ \hline 0.2000 & 0.002603 & 0.003877 & 0.002699 & 0.006953 & 0.000321 & & 0.000104 & 0.000155 & 0.000108 & 0.000278 & 1.29E05 \\ \hline 0.2000 & 5.9E05 & -0.0008 & 5.4E05 & 0.000321 & 0.000277 & & 2.3E06 & 3.2E05 & 2.2E06 & 1.29E05 & 1.11E-05 \\ \hline \end{tabular}