(a) The variance-covariance matrix for Ciara's portfolio holdings is given as =36151315112413418 i. Calculate the variance of an equally weighted portfolio. ii. Calculate the covariance of a portfolio that has 20% in Security 1, 60\% in Security 2 , and 20% in Security 3 with a second portfolio that has 150% in Security 1,30% in Security 2 , and 20% in Security 3