1. You hold 50 shares of Tesla, 30 shares of Amazon and 20 shares of Google. (a) Suppose the share prices are: $1,015 for Tesla; $3,390 for Amazon; and $2,850 for Google. Calculate the portfolio value and the vector of portfolio weights, reporting results to 3 decimal places; (b) Suppose the volatilities are: 75% for Tesla; 32% for Amazon; and 32% for Google, and the correlations are: 0.42 for Tesla-Amazon; 0.40 for Tesla-Google; and 0.65 for Google-Amazon. Calculate the covariance matrix; (c) Calculate the portfolio volatility using the formula either based on summation or on the quadratic form. Report your result as a percentage to 1 decimal place; (d) Use the prices given in the Excel spreadsheet Mock-CEX-Stocks-data.xls to calculate the ordinary returns (percentage price changes) per share, from 1 Jan 2020 to 3 Dec 2021, then apply the portfolio weights vector from part (a) to obtain another time series of portfolio returns, assuming these weights are constant; (e) Find the portfolio volatility based on this time series. Report your result as a percentage to 1 decimal place