Question $6$

Consider the following four risky assets:

$\backslash$table$[[,$Expected,Standard,Correlations,Australia,Austria,Belgium,Canada$],[\backslash$table$[[$Australia$],[$Austria$]],10\mathrm{.}00\%,12\mathrm{.}00\%,\backslash$table$[[$Australia$],[$Austria$]],0\mathrm{.}12,1\mathrm{.}00,0\mathrm{.}33,0\mathrm{.}02],[\backslash$table$[[$Austria$],[$Belgium$]],15\mathrm{.}00\%,17\mathrm{.}00\%,\backslash$table$[[$Austria$],[$Belgium$]],0\mathrm{.}14,0\mathrm{.}33,1\mathrm{.}00,-0\mathrm{.}04],[\backslash$table$[[$Belgium$],[$Canada$]],20\mathrm{.}00\%,25\mathrm{.}00\%,\backslash$table$[[$Belgium$],[$Canada$]],0\mathrm{.}65,0\mathrm{.}02,-0\mathrm{.}04,1\mathrm{.}00],[\backslash$table$[[$Canada$],[$Risk$-$free Asset$]],\backslash$table$[[28\mathrm{.}00\%$