please answer question 1

Erkenci Kus - Episode 10 | X M Exam 2 Password - bori98 X E BA 3352, HW 2 - Google | X ExamView - BA 352 HW 3 X In Exam 2 X G Month/Stock Stock A Sto( X + X C moodle.pacificu.edu/mod/quiz/attempt.php?attempt=859116&cmid=656384 OF Update : Apps In Login - CAS - Centr... Cloudload - Store a... My Print Center My Meetings - Zoom LEAN Free Workout Guid.. 2019 Instruction 10.. Link Ninja estion 1 Quiz n Suppose we are considering investing in three securities: X1, X2, and X3. Let . 2. as be individual variances of return. Furthermore, let 1.2 = 21 be the t yet 1 wered covariance of return between X,and X2, 13 = 3.1 the covariance of return between X,and X3, 2.3 = 23.2 the covariance of return between X2and X3. The resultant ints out of variance-covariance matrix is given as follows: 10 Flag question 01 012 13 0.1225 0.0202 0.0044 13 02,1 02 023 = 0.0202 0.0144 -0.0067 19 2 3,1 03,2 03 0.0044 -0.0067 0.0081 25 Finish a The expected return of X7 is 10%. The expected return of Xzis 12%. The expected return of X3 is 13%. What is the expected return of the minimum variance Time let portfolio formed by these three securities? Note: No short sale is allowed. Select one: O a. 0.20% O b. 4.47% O c. 14.17% O d. 12.59% O e. 11.45% X 188 8:33 AM 99+ 12/7/2020