Short-Answer Question 2 (5 points) The manager of the Shiny-Atsu Chemical Co Ltd Fund has asked you to find the variance of this portfolio. You have the following information Return on the market 14% Risk-free rate 4% Beta of Shiny-Atsu Chemical Co Ltd Fund 1.3 Amount invested in each stock: Kiocera Corp Lipswich Film Corp Mary Group Co Ltd $100,000 $100,000 $50,000 The Covariance matrix for these stocks: 4 5 3 1 4 1 6 Using the matrix method (no credit for the algebraic form), what is the variance of this portfolio? Short-Answer Question 2 (5 points) The manager of the Shiny-Atsu Chemical Co Ltd Fund has asked you to find the variance of this portfolio. You have the following information Return on the market 14% Risk-free rate 4% Beta of Shiny-Atsu Chemical Co Ltd Fund 1.3 Amount invested in each stock: Kiocera Corp Lipswich Film Corp Mary Group Co Ltd $100,000 $100,000 $50,000 The Covariance matrix for these stocks: 4 5 3 1 4 1 6 Using the matrix method (no credit for the algebraic form), what is the variance of this portfolio