Question 3: (20 points). There are two assets in the economy. The vector of returns of assets is given by: =((0.08@0.1)) The vector of weights is given by: w=((0.2@0.8)) The variance-covariance matrix is: ((0.0484&0@0&0.09)) a) Using matrix notation, compute expected returns of your portfolio? b) Using matrix notation, compute volatility of your portfolio? c) Compute Sharpe ratio if risk-free rate rf=0.01? Question 4: (20 points). You have 5 portfolios in your economy, and you know that tangent portfolio is among those portfolios. A B C D E expected return 0,16 0,14 0,10 0,08 0,28 volatility 0,2 0,35 0,35 0,16 0,65 Risk-free rate is 2%, find tangent portfolio? (hint: tangent portfolio is a portfolio with highest Sharpe ratio)