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Please solve the following question (QBSuppose we form a portfolio with N correlated assets. Assume each asset has the same variance 0. Suppose each return

Please solve the following question

(QBSuppose we form a portfolio with N correlated assets. Assume each asset has the same variance 0". Suppose each return pair has a covariance of .303. 1. Write down the covariance matrix for this portfolio when N = 4 and o' = 2. Must indicate the dimension and all the entries. (5 pts.) 2. Determine the risk of this portfolio as a function of N. (10 pts.)

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