3.2 What is the expected return of the portfolio? 2 What is the variance and standard deviation of the returns of the portfolio if the correlation between the returns of EOH and Randgold is as follows: Assume now, based on the news articles Mr Rwambi has read about the R1 .7billion damaged claim linked to tender fraud, he would like to reduce his investment in EOH to 20% and increase his investment in Randgold to 80%. How would this change the expected return of the portfolio