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2 After his last movie No Time To Die as a James Bond, Daniel Craig invests 60% of his funds in FT50 stock and the

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2 After his last movie "No Time To Die" as a James Bond, Daniel Craig invests 60% of his funds in FT50 stock and the balance in CAC40. The standard deviation of returns on FT50 is 10%, and on CAC40 is 20%. Calculate the variance and standard deviation of portfolio returns, assuming: a) The correlation between the returns is 1.0 [03 points] b) The correlation between the returns is 0.5 [03 points] c) The correlation between the returns is 0.0 [03 points]

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