Add a new stock, stock 4, to the model in Example 7.9. Assume that the estimated mean and standard deviation of return for stock 4 are 0.125 and 0.175, respectively. Also, assume the correlations...

Add a new stock, stock 4, to the model in Example 7.9. Assume that the estimated mean and standard deviation of return for stock 4 are 0.125 and 0.175, respectively. Also, assume the correlations between stock 4 and the original three stocks are 0.3, 0.5, and 0.8. Run Solver on the modified model, where the required expected portfolio return is again 0.12. Is stock in the optimal portfolio? Then run SolverTable as in the example. Is stock 4 in any of the optimal portfolios on the efficient frontier?