You found the following covariance matrix for 3 stocks: Amazon Exxon Walmart 2 Amazon . 3 Exxon 0.025 0.01 0.025 0.21 0.02 4 Walmart 0.010.02 0.15 Attempt 1/10 for 10 pts Part 1 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 equally- weighted portfolio