8. You have been asked to analyze the risk of a portfolio composed of the following three assets: Expected Return (%) Standard Deviation (%) Sony Corporation (SNE) 10 33 Tesoro Petroleum (TSO) 5 35 Storage Technology (STK) 22 45 You have also been given the following table of correlations: SNE TSO STK SNE 1.00 -0.17 0.22 TSO -0.17 1.00 -0.27 STK 0.22 -0.27 1.00 Calculate the variance of a portfolio, equally weighted across these three investments