2. The following table lists the expected returns and standard deviation of returns for 3 assets: Asset 1 0.1 0.1 Asset 2 0.20.2 Asset 3 0.3 0.4 In addition, p1,2 0.6, p1,30.5, and p2,30.2 (a) Construct the vector of expected returns, u, and the variance-covariance matrix, ?. (b) Consider a portfolio with the vector of portfolio weights (0.2,-0.5,1.3)T Determine the portfolio's expected return by evaluating ??-??? (c) Determine the variance of the same portfolio's return by evaluating