Problem 3. (20 Points) Given the Covariance for two assets considered is Covariance= [[0.0625 0.0075]

[0.0075 0.0225]]

Write code to find the weights of the assets that minimize portfolio variance. Specifically follow the steps below using Python:

1. Change the weights of the first asset from 0 to 100% with increments of 5%, adjusting the weights of the second asset accordingly, then calculate the variance of the portfolios given the weights. Save these portfolio weights in an array
2. Through programming, identify which set of the portfolio weights which give the lowest portfolio variance. Make sure you print out both the corresponding weights and the associated minimum portfolio variance (hint: you could use the function np.argmin to identify the index of the minimum portfolio variance)