Exercise 2 Consider 3 assets with expected return vector = 12%10%6%,volatilityvector=20%16%6%andcorrelationma-trixC=10.60.20.610.10.20.11 1. Compute the covariance matrix for these 3 assets. 2. Compute the mean return and volatility for the equallyweighted (EW) portfolio of these 3 assets. 3. Compute the mean return and volatility for a portfolio given by=w1=yourdayofbirthdividedby31w2=yourmonthofbirthdividedby12w1=1w1w27JUnC.ercise3Considerthesame3assets. Exercise 3 Consider the same 3 assets. 1. Compute the weights of the global minimum variance (GMV) portfolio (respectively denoted by EW and EW ): wGMV=e1e1e 2. Also compute the mean and volatility of that portfolio (respectively denoted by GMV and GMV )