You hold a portfolio of two stocks. The weights of the stocks in your portfolio are w_1 = 1/3 and w_2 = 2/3, where w_1 and w_2 the weights for stock 1 and stock 2 respectively. You collect data on returns of each stock and find the following, where R_1, t and R_2, t denote the returns on stocks 1 and 2 at time t, where t denotes the month in the sample (t=l, 2, 3, ...., 1000): 1/1000 sigma_t=1^1000 (R_1, t R_2, t) = 0.03 1/1000 sigma_t=1^1000 R_1, t = 0.04 1/1000 sigma_t=1^1000 R_2, t = 0.05 1/1000 sigma_t=1^1000 R_1, t^2 = 0.02 1/1000 sigma_t=1^1000 R_2, t^2 = 0.01 a) Calculate the mean returns of your portfolio. b) Calculate the variance of your portfolio returns. You hold a portfolio of two stocks. The weights of the stocks in your portfolio are w_1 = 1/3 and w_2 = 2/3, where w_1 and w_2 the weights for stock 1 and stock 2 respectively. You collect data on returns of each stock and find the following, where R_1, t and R_2, t denote the returns on stocks 1 and 2 at time t, where t denotes the month in the sample (t=l, 2, 3, ...., 1000): 1/1000 sigma_t=1^1000 (R_1, t R_2, t) = 0.03 1/1000 sigma_t=1^1000 R_1, t = 0.04 1/1000 sigma_t=1^1000 R_2, t = 0.05 1/1000 sigma_t=1^1000 R_1, t^2 = 0.02 1/1000 sigma_t=1^1000 R_2, t^2 = 0.01 a) Calculate the mean returns of your portfolio. b) Calculate the variance of your portfolio returns