PLEASE HELP. Just the python code or excel instructions will be great too. Suppose that there are four risky assets A$,$ B$,$ C$,$ and D$.$ Below, the table

on the left lists the expected return and standard deviation of the return for each of the four assets, while

the table on the right lists the correlations of returns between the four assets.

In this problem, we are going to create the Capital Market Line $($CML$)$ and the Security Market Line

$($SML$)$ from these $4$ risky assets and the riskless asset. Let the return on the riskless asset be $R_f=0\mathrm{.}035.$

Problem. $($a$)$ Use the table of correlations above, along with the standard deviations of each of the four

assets to construct $(44)$ variance$-$covariance matrix V for the $4$ risky assets A$,$ B$,$ C$,$ and D$.$ Also, construct

$(41)$ vector of expected excess return vec$(r)$ for the $4$ risky assets.

Problem. $($b$)$ Let's first start with the CML$.$ We can trace out the CML using the formulas developed in

Section $3$ "Mean$-$Variance Portfolio with Riskless Asset" of Lecture Note $4($which corresponds to Section $5$

of Constantinides$-$Malliaris paper$).$ Specifically, let $r_p$ denote a target mean excess return. Then, we know

from the formulas that the standard deviation ${}_p$ of the minimum variance portfolio with the target mean

excess return of $r_p$ is the following.

${}_p=\frac{r_p}{\sqrt[\phantom{2}]{\text{v}\text{e}\text{c}(r{)}^{\text{'}}{V}^{-1}\text{v}\text{e}\text{c}(r)}}$

Using software of your choice, let $r_{p}in[0,0\mathrm{.}2]($use at least $10$ different values of $r_p$ within this range$)$

and calculate what the ${}_p$ must be$.$ Then, graph the CML by plotting the standard deviations ${}_p$ on the

horizontal axis and the target expected return $R_p=r_p+R_f$ on the vertical axis. You only need to print

out one final figure. DO NOT draw the figure by hand. Attach a printed copy of the figure generated

from the computer. Also, no need to print out the actual values of expected returns and standard deviations

you've used to construct the CML$.$ I only need to see the final graph. $[$Hint: I suggest that you do matrix

inversion using computer software. It is not so easy to invert a $4$ by $4$ matrix by pen and paper.$]$