Stocks A, B and C have a monthly return and variance of: (10%,0.0036), (15%,0.0009) and (3%,0.036) respectively. The coefficient of correlations are : Coef (A,B)=0.7,Coef(B,C)=0.8,Coef(A,C)=0.2 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