Hi, I'm struggling with the variance-covariance matrix and hoping that someone can help explain these problems step by step. Thank you!

4. The simple returns of stocks A to Chave variances and covariances described by the following Variance-Covariance Matrix: 0.011 0.010 0.011 0.010 0.032 0.036 0.011 0.036 0.057 What is the standard deviation of the returns of a portfolio that holds each of the stocks with equal weights? (Provide answer in percentage terms) 5. Suppose stocks A and B have volatilities of 50% and 25%, respectively, and they are perfectly negatively correlated. What is the weight of stock A in a portfolio of these two stocks that has zero risk