39. An investor select three stocks to construct a portfolio. Compute is the annual holding period return using the following data: Monthly Returns 0.3 % 0.5 % 0.7 % AGN 0.45 BAC 30 A. 0.47% B. 3.35% C. 5.63% D. 5.79% 40. A portfolio returm and portfolio standard deviation (variance) can be computed using matrix multiplication. Given that a weight vector, w (w, W2, w), a return vector, R(s). and a covariance matrix, Select which of the followings are correct? LWT.R Il. w.RT lll. w.?.w" A. I only B. I, IlIl only C. II, Ill only