Consider that you have the following variance-covariance matrix of 3 assets and obtain what is requested below: :-10 24 -10 9 9 3 75 3 12) Calculate the variance of a portfolio with the same weight for each asset (1/3, 1/3, 1/3). Calculate the covariance of a portfolio that has a distribution as follows (10%, 80%, 10%) and a portfolio with a distribution of (125%, -10%, -15%)