2. Use the following information to answer the questions. Variance-Covariance matrix Stock I Stock Stock H Stock H 0.010 (=Var(H)) Stock I 0.003(=Cov(H.D)) 0.090 (=Var(1)) Stock J 0.020(=Cov(HD) 0.045(Cov(ID) 0.250 (@Var(!) You form two portfolios. You form Portfolio A by investing $6,000 in Stock H and $4,000 in Stock I while you form Portfolio B by investing $2,000 in Stock I and $8,000 in Stock J. a. Figure out the variance for Portfolio A. b. Given the risk-free rate of 0.02 and the expected returns of 0.04, 0.06, and 0.08 for Stocks H, I, and J respectively, figure out the expected return for Portfolio B and its Sharpe ratio