Total 20 marks A portfolio is made up of three assets. Asset A has the portfolio weight of 40% and a variance of 0.0256 , asset B has the portfolio weight of 20% and a variance of 0.0625 , and asset C has a variance of 0.04 . The correlation coefficient matrix between three assets is summarized in the following table. The expected return of asset A,B and C is 10%,12% and 15% respectively. Find the portfolio weight of asset C. Show your calculations. [2 marks] Find the expected return on the portfolio. Show your calculations. [3 marks] 
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