6. Portfolio Theory (15 pts) Expected Return Standard Deviation Variance Coefficient of Variation (CV) Twitter 12% 17% 0.0289 1.42 Facebook 10% I 5% 0.0225 1.50 Risk-free Asset 2% 0 0 0 Covariance Matrix Twitter 0.0289 0.0102 Facebook 0.0102 0.0225 Twitter Facebook Calculation the expected return and variance for the portfolio with 40% of your money invested in Twitter and 60% i) of your money invested in Facebook. Round the variance to 4 decimal laces. Exp. Return- Variance- ii) Calculation the expected return and variance for the portfolio with 30% of your money invested in the risk-free asset and 70% of decimal places your money invested in Twitter. Round the variance to 4 Exp. Return- Variance- iii) Which risky investment is associated with the least amount of absolute risk? Circle the correct answer Facebook Twitter iv) Which risky investment is associated with the least amount of relative risk? Circle the correct answer Facebook Twitter