2. Use the following information to answer the questions. Variance-Covariance matrix Stock H Stock I Stock J Stock H 0.010 (=Var(H)) Stock I 0.003=Cov(HD) 0,090 (Var(1) Stock J 0.020(=Cox( HD) 0,045(=Cov(UD) 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. 1) Figure out the variance for Portfolio A