The risk free rate is R = 10% and there are 4 risky securities whose expected returns are (1, 2, 3, 4) = (30%, 40%, 20%, 70%) . The covariance matrix between the returns is not known. The expected return of the market portfolio is 90% and the risk of the market portfolio is 40%. An investor holds the portfolio with weights (10%, 30%, 40%, 20%) and the investor has decided to change the investment to a new portfolio that has the same expected return as the old portfolio and that, unlike the old portfolio, includes the risk-free asset. What is the minimal possible risk that the investor can achieve?