Question 3: (20 points). There are two assets in the economy. The vector of returns of assets is given by: = C.B) 0.1 The vector of weights is given by: W= (0:3) The variance-covariance matrix is: (0.0484 0.00) a) Using matrix notation, compute expected returns of your portfolio? b) Using matrix notation, compute volatility of your portfolio? c) Compute Sharpe ratio if risk-free rate rf=0.01