(13) There are three stocks, X, Y, and Z. Your portfolio has 30% of its wealth in X, 20% in Y, and 50% in 2. What is the variance of this portfolio, given the following covariance of each stock with each other stock? (This question is taken from the 2018 IFM Investment and Financial Markets sample questions.) X Y Z X 0.040 -0.018 | 0.016 Y-0.018 | 0.090 -0.021 Z 0.016 -0.021 0.010