Question: 2. The following correlation matrix describes the correlation between the returns on assets A,B and C: Correlation matrix Given that the following return standard deviations

2. The following correlation matrix describes the correlation between the returns

2. The following correlation matrix describes the correlation between the returns on assets A,B and C: Correlation matrix Given that the following return standard deviations of the three assets: Standard deviations please calculate the assets' variance-covariance matrix. (3 points)

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