8. Consider a three-asset world with the following parameters:

Suppose you have two portfolios with the following portfolio weights:
Portfolio 1 = (0.3 0.2 0.5)
Portfolio 2 = (0.5 0.4 0.1)

a. Calculate the following:
n The mean and variance of each portfolio's returns n The covariance and correlation coefficient of the portfolios' returns

b. Create a graph of the means and variance of convex combinations of the portfolios.