when solving the problem please show me what to do with these covariances/variances. thank you very much!

SPREADSHEET PROBLEM 3-7 Feasible Portfolios Start with the partial model in the file Ch03 P07 Build a Model.xlsx from the textbook's Web site. Following is information for the required returns and standard deviations of returns for A, B, and C: Stock 7.0% 33.11% 10.0 53.85 20.0 89.44 The correlation coefficients for each pair are shown in the following matrix, with each cell in the matrix giving the correlation between the stock in that row and column. For example, PR = 0.1571 is in the row for A and the col- umn for B. Notice that the diagonal values are equal to 1 because a variable is always perfectly correlated with itself. 1.0000 0.1571 0.1891 0.1571 1.0000 0.1661 0.1891 0.1661 1.0000 a. Suppose a portfolio has 30% invested in A, 50% in B, and 20% in C. What are the expected return and standard deviation of the portfolio