(10%) 3.Here is variance-covariance matrix of companies X and Y and the probability distribution of returns on these companies. ?x2 0066 ?xy 0012 Asset X ?xy 0012 .0046 Return -5% 0% 15% tY ReturnProbability -5% 10% 12% Asset X .2 .6 2 .2 a. Find the mean of the returns for assets X and Y b. Determine the coefficient of correlation. c.Calculate the optimal weights in terms of minimum-variance approach to construct a portfolio. d. Find the mean and variance for a portfolio with optimal weights