2) What is the total variance of the following portfolio including 2 assets invested in the ratio of 1:2. 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