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24. Repeat the same steps from question 23, but this time while the variance - covariance matrix is an equally weighted combination (this is actually the shrinkage method with Lambda = 0.5) of the sample matrix in question 23, and a simple diagonal matrix of only the variances (it means the variances along the main diagonal and '0' elsewhere). 24. Repeat the same steps from question 23, but this time while the variance - covariance matrix is an equally weighted combination (this is actually the shrinkage method with Lambda = 0.5) of the sample matrix in question 23, and a simple diagonal matrix of only the variances (it means the variances along the main diagonal and '0' elsewhere)