$($Please slove using excel$)$ An investor is considering allocating fractions of her investment dollars in common stock in four different companies for the next year: IBM, AT&T$,$ General Motors $($GM$),$ and General Electric $($GE$).$ Based on statistical analysis of the market data, she has estimated the expected annual returns, as well as standard deviations and correlations of these annual returns. The results of her analysis are summarized in Table $8\mathrm{.}15.$ Answer the following questions by considering appropriate nonlinear portfolio optimization models. $($a$)$ Suppose that the target expected return of the portfolio is $20\%.$ What is the minimum standard deviation of the investor$$s portfolio? What is the optimal asset allocation?