Portfolio variance may be calculated as ${}_p^2=w^{\text{'}}w$ where $w$ is a vector of portfolio weights and

$$ is the variance matrix of the constituent securities$.$ Calculate the portfolio variance using the

data provided below:

$w=\left[\begin{array}{c}0\mathrm{.}3\\ 0\mathrm{.}5\\ 0\mathrm{.}2\end{array}\right],=\left[\begin{array}{ccc}4& 2& 3\\ 2& 5& 1\\ 3& 1& 6\end{array}\right].$

A$.10\mathrm{.}1$

B$.4\mathrm{.}06$

C$.2\mathrm{.}5$

D$.3\mathrm{.}01$