Here is the variance$-$covariance matrix of assets $A,B$ and $C.$ Compute the volatility

of an equally weighted portfolio composed by these three assets.

a$.$ Between $8\%$ and $9\%.$

b$.$ Between $11\%$ and $12\%.$

c$.$ Between $14\%$ and $15\%.$

d$.$ Between $17\%$ and $18\%.$