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2) What is the total variance of the following portfolio including 2 assets invested in the ratio of 1 : 2. < choose the closest one > Asset A: E ( r ) = 0.2 , = 0.5 Asset B: E(r) = 0.4 , = 0.7 Correlation: 0.8 rf = 0.1 A) 0.14 B) 0.12 C) 0.10 D) 0.08.

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2) What is the total variance of the following portfolio including 2 assets invested in the ratio of 1 : 2. < choose the closest one > Asset A: E ( r ) = 0.2 , = 0.5 Asset B: E(r) = 0.4 , = 0.7 Correlation: 0.8 rf = 0.1 A) 0.14 B) 0.12 C) 0.10 D) 0.08

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