Calculate the expected return of a variance covariance matrix.

Please explain the steps.

Variance-covariance matrix 0.40 0.03 0.02 0.00 0.03 0.20 0.00 -0.06 0.02 0.00 0.30 0.03 0.00 -0.06 0.03 0.10 Variance-covariance matrix 0.40 0.03 0.02 0.00 0.03 0.20 0.00 -0.06 0.02 0.00 0.30 0.03 0.00 -0.06 0.03 0.10