Stocks A$,$ B and C have a monthly return and variance of: $(10\%,0\mathrm{.}0036),(15\%,0\mathrm{.}0009)$ and $(3\%,0\mathrm{.}036)$ respectively. The coefficient of correlations are : Coef $($A$,$ B$)=0\mathrm{.}7,$ Coef$($B$,$ C$)=0\mathrm{.}8,$ Coef$($A$,$ C$)=0\mathrm{.}2$ a$.$ Calculate the Covariances $($A$,$ B$),($A$,$ C$)$ and $($C$,$ A$)$ b$.$ Calculate the weights to invest in each stock in order to have a portfolio with minimum variance with a return expected of $12\%$ c$.$ Calculate the return of the portfolio using the weights found in $($B$)$ d$.$ Calculate the variance for this portfolio