Given the following variance-covariance matrix:

1. Calculate the variance of an equally weighted portfolio.

2. Calculate the covariance of a portfolio that has 20% in asset 1, 40% in asset 2, and 40% in asset 3 with a second portfolio that has 10% in asset 1, 60% in asset 2, and 30% in asset 3.

3. Find the standard deviation of asset 3.

4. Find the covariance between asset 2 and asset 3.