Variance-Covariance matrix
	Stock H	Stock I	Stock J
Stock H	0.0169
Stock I	0.0026	0.0400
Stock J	0.0156	0.0090	0.0225

Use the following information to answer the questions.

You form two portfolios. You form Portfolio A by investing $2,000 in Stock H and $8,000 in Stock I while you form Portfolio B by investing $4,000 in Stock I and $6,000 in Stock J.

1. Given expected returns of 0.06, 0.10, and 0.12 for Stocks H, I, and J respectively, Figure out the expected return for Portfolios A and B.
2. Figure out the variance for Portfolios A and B.
3. Given the risk free rate of 0.04, figure out the Sharpe ratio for Portfolios A and B. Which portfolio is better based on the Sharpe ratio?