You are given the following covariance matrix for stocks A B.C. and D C D A 0.042 0.021 0.017 0.024 0.01 0.035 0.018 0.026 C 0.017 0.016 0032 0.022 0.022 0.066 D 0,034 0.026 Call the volatility of an equally weighted portfolio conting of the four socie 2134 4.10 D * You are given the following covariance matrix for stocks A, B, C, and D: A B B C D A 0.042 0.021 0.017 0.024 B 0.021 0.035 0.018 0.026 0.017 0.018 0.032 0.022 D 0.024 0.026 0.022 0.066 Calculate the volatility of an equally weighted portfolio consisting of the four stocks. A 2.13% B 2.69% 4.38% D 16.41% E 20.92%