Consider the following $4$ risky assets.

$\backslash$table$[[$Scourtics$,$Expected return,$\backslash$table$[[$Std$],[$Deviation$]],$Correlation,Firm A$,$Firm B$,$Firm C$,$firm D$],[$Firm A$,14\mathrm{.}8\%,2\mathrm{.}7\%,$Firm A$,1\mathrm{.}00,0\mathrm{.}50,0\mathrm{.}69,0\mathrm{.}67],[$Firm B$,7\mathrm{.}4\%,0\mathrm{.}8\%,$Firm B$,0\mathrm{.}50,1\mathrm{.}00,0\mathrm{.}67,-0\mathrm{.}03],[$Firm C$,12\mathrm{.}1\%,1\mathrm{.}6\%,$Firme,$0\mathrm{.}69,0\mathrm{.}6,1\mathrm{.}00,0\mathrm{.}04],[$Firm D$,14\mathrm{.}5\%,5\mathrm{.}6\%,$Firm D$,0\mathrm{.}67,-0\mathrm{.}03,004,1\mathrm{.}00]]$

An investor is looking for an expected return of $13\mathrm{.}00\%.$ She finds that shophould assign a weight of $0\mathrm{.}00\%$ to Firm B in order to achieve a portfolio with the lowest vahthce possible and an expected feturn of exactly $13\mathrm{.}00\%?$ Consider the following:

$9=\{4\mathrm{.}045\},h=\{-16\mathrm{.}749\}$

$\{0\mathrm{.}239\},\{h2\}$

$\{-0\mathrm{.}394\},\{10\mathrm{.}237\}$

$\{-2\mathrm{.}382\},\{14\mathrm{.}789\}$