Suppose that there are four stocks with rates of return ri, i = 1,...,4, respectively. The covariance matrix and the expected rates of return are C= [2.30% 0.80% 0.60% 0.70%) 0.80% 2.40% -0.20% 0.50% 0.60% -0.20% 1.80% 0.70% 0.70% 0.50% 0.70% 1.40% (10%) 8% u= 8% 6% Find the mean-variance efficient portfolio with expected return 8%