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Consider the data below for six furniture companies: A B C D E F G H Variance- covariance La-Z-Boy Kimball Flexsteel Leggett Miller Shaw Means 2 matrix 3 La-Z-Boy 0.1152 0.0398 0.1792 0.0492 0.0568 0.0989 29.24% 4 Kimball 0.0398 0.0649 0.0447 0.0062 0.0349 0.0269 20.68% 5 Flexsteel 0.1792 0.0447 0.3334 0.0775 0.0886 0.1487 25.02% 6 Leggett 0.0492 0.0062 0.0775 0.1033 0.0191 0.0597 31.64% 7 Miller 0.0568 0.0349 0.0886 0.0191 0.0594 0.0243 15.34% 8 Shaw 0.0989 0.0269 0.1487 0.0597 0.0243 0.1653 43.87% a. Given this matrix, and assuming that the risk-free rate is 0%, calculate the efficient portfolio of these six firms. b. Repeat, assuming that the risk-free rate is 10%. c. Use these two portfolios to generate an efficient frontier for the six furniture companies. Plot this frontier. d. Is there an efficient portfolio with only positive proportions of all the assets