You calculated the following annual covariances for 3 stocks: Part 1 Attempt 1/3 for 10 pts. Add the border-multiplied covariance matrix, i.e., the covariance matrix bordered by the portfolio weights, below the table. What is the variance of the equallyweighted portfolio? You did extensive security research and came up with the following annual expected returns: E(rA)=0.06E(rT)=0.08E(rr)=0.05 What is the expected return of the equally-weighted portfolio? Use Excel's SUMPRODUCT0 function. Part 3 - Attempt 1/3 for 10 pts. The yield on Treasury bills is 2%. What is the Sharpe ratio of the equally-weighted portfolio