Please Provide the R code for the following-

Consider creating a portfolio of three assets denoted A, B and C. Assume the following information 0.01 0.1 0.3 0.1 M= 0.04 0.3 0.15 -0.2 0.02 0.1 -0.2 0.08 5. Compute the expected return and variance for an equally weighted portfolio portfolio (i.e., 2A = 1B = xc = 1/3) Let Rdenote the simple return on asset i, (i = 1, ... N) with E[R] =Hi, var(R) = 0; and cov(Ri, R;) = 0ij. Define the N x 1 vectors R = (R1,.,RN)', 4 = (11,...,UN)', x = (21,-. ,IN)', y = (y1, YN)' and 1 = (1, ..., 1)', and the N N covariance matrix o 012 012 01N 2N : : 01N 2N : ox The vectors x and y contain portfolio weights (investment shares) that sum to one. Using simple matrix algebra, answer the following questions 6. For the portfolios defined by the vectors 1 and y give the matrix algebra expression for the portfolio returns, Rp,z and Rp.y, and the portfolio expected returns, Hp,z and Hp.y. 7. For the portfolios defined by the vectors x and y give the matrix algebra expression for the constraint that the portfolio weights sum to one. 8. For the portfolios defined by the vectors r and y give the matrix algebra expression for the portfolio variances, of, and opy, and the covariance between Rp,z and Rp.y, Oxy