Use the four$-$asset sample

$[14$ points$]$ Consider the four$-$asset portfolio summarized in EXCEL:

a$.(3$ points$)$ Construct the variance$-$covariance matrix

b$.(3$ points$)$ Construct the correlation matrix

c$.(6$ points$)$ Calculate the expected return and variance of the portfolio if the

weight is $0\mathrm{.}1,0\mathrm{.}3,0\mathrm{.}4,$ and $0\mathrm{.}2.$

d$.(2$ points$)$ Should an investor choose this four$-$asset portfolio, or the S&P

$500$ based on the coefficient of variation?