Question 4 Define the mean return vector and the symmetric variance-covariance matrix for 3 assets as follows: [0.010] = 0.015 0.025 [0.0016 0.0010 0.0015] = 0.0020 0.0019 0.0042 a. Compute the correlation matrix of these three assets from the variance-covariance matrix by dividing the (i, j) element of by ; and j. You must use matrix operations (e.g., diag(), X*Y, or X%*%Y) in your answer. You may not use a loop and you may not use the R function cov2cor. b. Compute the mean and standard deviation of a portfolio made from these assets with weights (0.3, 0.4, 0.3)