Assume we have an asset investment portfolio with an average variance of 25% and an average covariance of 10%. Determine the variances of the following asset portfolios: a) 10 asset portfolio; b) 20...

Assume we have an asset investment portfolio with an average variance of 25% and an average covariance of 10%. Determine the variances of the following asset portfolios: a) 10 asset portfolio; b) 20 asset portfolio; c) 40 asset portfolio; d) 80 asset portfolio; e)160 asset portfolio; f) 200 asset portfolio; and g) 250 asset portfolio. Comment on the nature of the variances of the asset portfolios.