The following correlation matrix describes the correlation between the returns on assets A, B and C:

Correlation matrix
	A	B		C
A	1	0.3		0.2
B	0.3	1		0.7
C	0.2	0.7		1

Given that the following return standard deviations of the three assets:

Standard deviations
A	B	C
8%	12%	5%

please calculate the assets variance-covariance matrix. (3 points)