Given the six years of percentage linear return from Stock 1, 2 and 3 in the following table Year Stock 1 return Stock 2 return Stock 3 return 2013 0.10 0.20 -0.05 2014 -0.15 -0.20 -0.3 2015 0.20 -0.10 0.25 2016 0.25 0.30 -0.1 2017 -0.30 -0.20 0.4 2018 0.20 0.60 0.15 1. Calculate the unbiased estimates for the 3 x 1 vector of expected returns yo and the 3 x 3 variance-covariance matrix V. 2. (Bonus question) For a generic 3 x 3 variance covariance matrix Vo = 01,0 01,2,0 01,3,0 01,2,0 0 2,0 02,3,0 01,3,0 2,3,0 03.0 compute diag(V.)-V,diag(V.) 22,2 22,3 then 21,1 21,2 21,3 hint: given matrix A = 22,1 a3,1 3,2 3,3 21,1 0 0 diag(A) = 0 0 and diag(A)-} = 0 0 A3,3 0 0 Va1,1 0 22,2 0 1 a2,2 0 0 a3,3 3. (Bonus question) What is it that you just computed? using the table above compute and interpret each value of each entry of the new object Given the six years of percentage linear return from Stock 1, 2 and 3 in the following table Year Stock 1 return Stock 2 return Stock 3 return 2013 0.10 0.20 -0.05 2014 -0.15 -0.20 -0.3 2015 0.20 -0.10 0.25 2016 0.25 0.30 -0.1 2017 -0.30 -0.20 0.4 2018 0.20 0.60 0.15 1. Calculate the unbiased estimates for the 3 x 1 vector of expected returns yo and the 3 x 3 variance-covariance matrix V. 2. (Bonus question) For a generic 3 x 3 variance covariance matrix Vo = 01,0 01,2,0 01,3,0 01,2,0 0 2,0 02,3,0 01,3,0 2,3,0 03.0 compute diag(V.)-V,diag(V.) 22,2 22,3 then 21,1 21,2 21,3 hint: given matrix A = 22,1 a3,1 3,2 3,3 21,1 0 0 diag(A) = 0 0 and diag(A)-} = 0 0 A3,3 0 0 Va1,1 0 22,2 0 1 a2,2 0 0 a3,3 3. (Bonus question) What is it that you just computed? using the table above compute and interpret each value of each entry of the new object