You found the following covariance matrix for 3 stocks:

Amazon Exxon Walmart

Amazon 0.068 0.025 .03

Exxon 0.025 0.044 0.0088

Walmart 0.03 0.0088 0.064

Part 1 Attempt 1/10 for 8.5 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 equally- weighted portfolio? 4+ decimals Submit Part 2 Attempt 1/10 for 8.5 pts. You did extensive security research and came up with the following annual expected returns: E(TA) = 0.07 E(re) = 0.06 E(rw) = 0.05 What is the expected return of the equally-weighted portfolio? Use Excel's SUMPRODUCT() function. 3+ decimals Submit Part 3 Attempt 1/10 for 8.5 pts. What is the variance of the portfolio with the following weights? WA = 0.4 We = 0.25 Ww = 0.35 4+ decimals Submit