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Q. 4. A400ssume that the variances of Assets 1, 2 and 3 are respectively 100 %?, 400% and 0 %. Further assume that the covariance between the returns on assets 1 and 2 is 160 % and obviously that between 1 and 3 and 2 and 3 is 0 (because Asset-3 is a risk-free asset). If you invest 30% of your wealth in Asset 1, 50% in Asset 2 and the remaining is Asset-3, what would be the variance of the return on your portfolio. Use the VC Matrix to compute the answer. Show detailed work. (7 points)