You crate a portfolio with 3 assets, each of them with equal weights in the portfolio. The following information is a vector of weights, a covariance matrix, and a vector of returns. w = [1/3 1/3 1/3] s= [.09 .045 .05 .045 .07 .04 .05 .04 .06] E(r) = [.20 .12 .15] Calculate the expected return of this portfolio Calculate the Standard Deviation of this portfolio