Q3. (5pt) There are three assets A, B, and C and you make a portfolio with this three assets. Each asset's return follows normal distribution as following. A~N(10, 12), B~N(20,22), C^N(10,12). Your portfolio is A=# of alphabets of your first name, B=# of alphabets of your last name, C=1. (For example, Minwoo Song=> a= 6 and b=4 and hence my portfolio is 6A, 4B, and 1C). Now calculate expected return of your portfolio, E(P) and variance of portfolio, Var(P). A-8 B