QUESTION 12 Compute the variance of an equally weighted portfolio based on the following covariance matrix 0.1 0 0 0 0 0 0 0 0 0 0 0.1 0 0 0 0 0 0 0 0 0 0.1 0 0 0 0 0 0 0 0 0 0 0.1 0 0 0 0 0 0 0 0 0 0 0.1 0 0 0 0 0 0 0 0 0 0.1 0 0 0 0 0 0 o o o o 0.1 0 0 0 0 0 0 0 0 0 0 0.1 0 0 0 0 0 0 0 0 0 0 0.1 0 0 o o o o o o o o 0 0.1 o 1 0 0 1 01 2001 o 0001