its all one question with many parts

2. Use the following information to answer the questions. Variance-Covariance matrix Stock H Stock I Stock J Stock H 0.0169 Stock I 0.0026 0.0400 Stock 0.0156 0.0090 0.0225 You form two portfolios. You form Portfolio A by investing $2.000 in Stock Hand $8,000 in Stock I while you form Portfolio B by investing $4,000 in Stock I and $6,000 in Stock 1) Given expected returns of 0.06 0.10, and 0.12 for Stocks H, I, and respectively, Figure out the expected return on Portfolios A and B. (20points) 2) Figure out the variance for Portfolios A and B. (30points) 3) Given the risk free rate of 0.04. Figure out the Sharpe ratio for Portfolios A and B. Which portfolio is better based on the Sharpe ratio? (30points) United States) Stock H 0.0169 Stock I 0.0026 0.0400 Stock J 0.0156 0.0090 0.0225 You form two portfolios. You form Portfolio A by investing $2,000 in Stock H and $8,000 in Stock I while you form Portfolio B by investing $4,000 in Stock I and $6,000 in Stock 1) Given expected returns of 0.06,0.10, and 0.12 for Stocks H, I, and J respectively, Figure out the expected return on Portfolios A and B. (20points) 2) Figure out the variance for Portfolios A and B. (30points) 3) Given the risk free rate of 0.04, figure out the Sharpe ratio for Portfolios A and B. Which portfolio is better based on the Sharpe ratio? (30points)