You befieve that the available asset classes have the following covariance matric: Domestic Internationalfixed Funky equities equities income weird stuff Domestic equities 0.0400000.0400000.0018000.001500 International equities0.0400000.0625000.0018000.001500 Fixed income 0.0018000.0018000.0081000.000675 Funky weird stuff0.0015000.0015000.0006750.022500 You also believe that the asset classes have the following expected returns: What is the risk (expressed as a standard deviation) of a portfolio with the following weights: 13.2% 1.7% 19.6% 17.8% Using the same data as in the previous problem, find the asset allocation across the asset classes that will give a 3% expected return with the lowest level of risk. You may short asset classes. a b C