You are provided a correlation coefficient matrix for the $7$ national stock exchanges $($monthly observations, $1991-2022)$ as follows:

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Chile

China

Germany

France

Japan

U$.$K$.$

U$.$S$.$

E$($R$),\%$

Var $($R$)$

Chile

$1$

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$0\mathrm{.}4$

$13\mathrm{.}3$

China

$0\mathrm{.}24$

$1$

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$1\mathrm{.}7$

$18\mathrm{.}6$

Germany

$0\mathrm{.}12$

$0\mathrm{.}36$

$1$

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$0\mathrm{.}9$

$10\mathrm{.}4$

France

$0\mathrm{.}13$

$0\mathrm{.}28$

$0\mathrm{.}85$

$1$

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$1\mathrm{.}1$

$12\mathrm{.}5$

Japan

$0\mathrm{.}06$

$0\mathrm{.}53$

$0\mathrm{.}61$

$0\mathrm{.}52$

$1$

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$0\mathrm{.}8$

$6\mathrm{.}1$

U$.$K$.$

$0\mathrm{.}17$

$0\mathrm{.}24$

$0\mathrm{.}73$

$0\mathrm{.}49$

$0\mathrm{.}62$

$1$

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$0\mathrm{.}7$

$9\mathrm{.}5$

U$.$S$.$

$0\mathrm{.}22$

$-0\mathrm{.}13$

$0\mathrm{.}68$

$0\mathrm{.}34$

$0\mathrm{.}59$

$0\mathrm{.}67$

$1$

$0\mathrm{.}6$

$8\mathrm{.}6$

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a$.$ If you are an aggressive investor as a risk lover, which market will you invest in most likely?

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