Please solve use R-studio

Consider a three-dimensional return vector R with mean vector given by (0.04,0.03,0.05) and covariance matrix given by 0.050.050.0250.050.100.080.0250.080.075 Let Rp1 denote the return on the portfolio with weight vector (1/3,1/3,1/3) and let Rp2 denote the return on the portfolio with weight vector (0.4,0.4,0.2). a. Find the mean and standard deviation of Rp1; see Example 5.1. b. Find the mean and standard deviation of Rp2. Introduction to Statistical Methods for Financial Models c. Find the correlation of Rp1 and Rp2. d. Based on these results, is one of the portfolios preferable to the other? Why or why not? Consider a three-dimensional return vector R with mean vector given by (0.04,0.03,0.05) and covariance matrix given by 0.050.050.0250.050.100.080.0250.080.075 Let Rp1 denote the return on the portfolio with weight vector (1/3,1/3,1/3) and let Rp2 denote the return on the portfolio with weight vector (0.4,0.4,0.2). a. Find the mean and standard deviation of Rp1; see Example 5.1. b. Find the mean and standard deviation of Rp2. Introduction to Statistical Methods for Financial Models c. Find the correlation of Rp1 and Rp2. d. Based on these results, is one of the portfolios preferable to the other? Why or why not