pls help with question #2 asap

Question 28 Note: This is an optional problem Solve this problem only if you would like to get extra points. Otherwise, you may skip this problem. Cathie Wood, a fund manager at ARK, constructs a portfolio with three stocks: Apple, Amazon, and Tesla. She allocates 20% of total funds to A remaining 50% to Tesla. The following two tables summarize each stock's historical return and variance and covariances between stocks. Stocks Apple Amazon Tesla Weights 20% 30% 50% Return 4.7% 8.3% 12.5% Variance 0..0396 0.04% 0.07% 0.025% Covariance (Apple, Amazon) Covariance (Apple, Tesla) 0.013% Covariance (Tesla, Amazon) 0.067% 1. The portfolio return is %. (Note: round to the nearest tenth.) 2. The portfolio standard deviation is 4. (Note: round to the nearest tenth.)