Please show all calculations, thank you a lot!

The variance-covariance matrix of asset returns is to the right. And weights of the portfolio and benchmark are here \begin{tabular}{|l|r|r} Asset & Portfolio & Benchmark \\ \hline Asset 1 & 5.000% & 10.000% \\ \hline Asset 2 & 45.000% & 30.000% \\ \hline Asset 3 & 50.000% & 60.000% \end{tabular} 1) What are the active portfolio weights? 2) Use the variance-covariance matrix to estimate the risk of the portfolio, the risk of the benchmark, and the forward-looking tracking error