The current weights of the portfolio are all 0.2. Determine which new weights will result in the least Standard deviation risk portfolio invested in all 5 tickers. Provide the weights:

WMT:

BLK:

PG:

JNJ:

GLD:

\begin{tabular}{|c|c|c|c|c|c|c|c|c|c|c|c|} \hline & & WMT & BLK & PG & JNJ & GLD & & & & & \\ \hline & MEAN & 0.0130 & 0.0117 & 0.0098 & 0.0061 & 0.0058 & & & & & \\ \hline & STD & 0.0538 & 0.0751 & 0.0493 & 0.0485 & 0.0394 & & & & & \\ \hline & & & & & & & & & & & \\ \hline & & & & & & & & & & & \\ \hline & & & & & & & & & & & \\ \hline & \multirow[t]{2}{*}{x} & 0.2000 & 0.2000 & 0.2000 & 0.2000 & 0.2000 & & & & & \\ \hline & & \multicolumn{4}{|c|}{ Covariance Matrix Matrix } & & & & & & \\ \hline WMT & 0.2000 & 0.002889 & 0.001649 & 0.001231 & 0.001227 & 0.000386 & 0.0001156 & 0.0000660 & 0.0000493 & 0.0000491 & 0.0000154 \\ \hline BLK & 0.2000 & 0.001649 & 0.005634 & 0.001025 & 0.001583 & 0.000333 & 0.0000660 & 0.0002254 & 0.0000410 & 0.0000633 & 0.0000133 \\ \hline PG & 0.2000 & 0.001231 & 0.001025 & 0.002432 & 0.001180 & 0.000729 & 0.0000493 & 0.0000410 & 0.0000973 & 0.0000472 & 0.0000292 \\ \hline JNJ & 0.2000 & 0.001227 & 0.001583 & 0.001180 & 0.002352 & 0.000306 & 0.0000491 & 0.0000633 & 0.0000472 & 0.0000941 & 0.0000122 \\ \hline \multirow[t]{6}{*}{ GOLD } & 0.2000 & 0.000386 & 0.000333 & 0.000729 & 0.000306 & 0.001556 & 0.0000154 & 0.0000133 & 0.0000292 & 0.0000122 & 0.0000622 \\ \hline & & & & & & & & & & & \\ \hline & \multicolumn{3}{|c|}{ sum of portfolio wgights =} & 1 & & & & & & & \\ \hline & \multicolumn{3}{|c|}{ The mean of the portfolio =} & 0.0093 & & & & & & & \\ \hline & \multicolumn{3}{|c|}{ The Variance of the portfolio =} & 0.0014 & & & & & & & \\ \hline & \multicolumn{3}{|c|}{ STD of the portfolio is } & 0.0370 & & & & & & & \\ \hline \end{tabular}