6. You want to invest all your wealth in two mutual funds: A and B. Their returns, ra and rb, and risks are as follows: (1) (2) E[ra]= 10% and E[rB] = 5%; the covariance matrix is | CA TrA | 304 .025 IrB | .025 .032 | rB You want your total portfolio to have an expected return of 7%. What is the variance of the return on your portfolio? A. B. 0.0305 0.02992 0.03152 0.0310 None of the above. D