Intro You found the following covariance matrix for 3 stocks: D E F 1 1 Amazon Exxon Walmart 2 Amazon 0.062 0.025 0.023 3 Exxon 0.025 0.044 0.0085 4 Walmart 0.023 0.0085 0.064 Part 1 Attempt 1/3 for 10 pts. Add the border-multiplied covariance matrix, i.e., the covariance matrix bordered by the portfolio weights, below the table. What is the variance of the equally-weighted portfolio? 4+ decimals Submit Part 2 Attempt 1/3 for 10 pts. You did extensive security research and came up with the following annual expected returns: E(A) = 0.07 E(re) = 0.06 E(rw) = 0.05 What is the expected return of the equally-weighted portfolio? Use Excel's SUMPRODUCT() function. 3+ decimals Submit Part 3 Attempt 1/3 for 10 pts. What is the variance of the portfolio with the following weights? XA = 0.4 XE = 0.25 Xw = 0.35 4+ decimals Submit