Question: Consider the following four risky assets: table [ [ Country ETF, table [ [ Expected ] , [ Returns ] ] ,

Consider the following four risky assets:
\table[[Country ETF,\table[[Expected],[Returns]],\table[[Standard],[Deviation]],Correlations,Australia,Austria,Belgium,Canada],[Australia,7.00%,15.00%,Australia,1.00,0.39,0.09,0.00],[Austria,10.00%,21.14%,Austria,0.39,1.00,0.17,0.37],[Belgium,11.00%,22.96%,Belgium,0.09,0.17,1.00,0.21],[Canada,14.00%,38.15%,Canada,0.00,0.37,0.21,1.00],[Risk-free Asset,6.00%,0.00%,,,,,]]
Note the following:
g={:[2.55143]-0.57809-0.51588-0.45746
An investor is looking for a portfolio with an expected return of 11%. What weight should she assign to "Canada" to achieve a portfolio with (1) the lowest variance possible, and (2) an expected return of exactly 11%? Use only the 4 assets, not the risk-free asset.
Answer in decimal format, rounded to 4 decimal places. For example, if your answer is 12.124%, enter "0.1212". If your answer is 12.188%, enter "0.1219".
 Consider the following four risky assets: \table[[Country ETF,\table[[Expected],[Returns]],\table[[Standard],[Deviation]],Correlations,Australia,Austria,Belgium,Canada],[Australia,7.00%,15.00%,Australia,1.00,0.39,0.09,0.00],[Austria,10.00%,21.14%,Austria,0.39,1.00,0.17,0.37],[Belgium,11.00%,22.96%,Belgium,0.09,0.17,1.00,0.21],[Canada,14.00%,38.15%,Canada,0.00,0.37,0.21,1.00],[Risk-free Asset,6.00%,0.00%,,,,,]] Note the

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