The firm Benjamin's Bumpy Batteries, LLP., holds a portfolio of stocks A, B, and C,...

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The firm Benjamin's Bumpy Batteries, LLP., holds a portfolio of stocks A, B, and C, with weights of: 0.25,0.38, and 0.37, respectively, and standard deviations of: 10.5591, 10.0276, and 9.8156, and the covariance matrix for this portfolio is: The variance of this portfolio is the closest to: (Hint: use Excel MMULT function to calculate the portfolio variance): Select one: a. insufficient information to determine b. 3.45 c. 10.03 d. 9.82 e. 33.37 f. 10.56 g. 0.33

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