An investor has a portfolio of two assets A and B. The details are shown in the below table.

Portfolio Details
Asset	Expected return	Standard deviation	Covariance (A, B)	Expected Portfolio Return
A	0.06	0.5	0.12	0.1
B	0.08	0.8

Which one of the following statements is NOT correct?

a.

The portfolio weight in asset A is -100%.

b.

The variance of the portfolio is 2.33.

c.

The order of short selling is borrowing, buying, selling, and returning.

d.

The investor can benefit from a fall in the price of asset A.

e.

The correlation of asset A and Bs returns is 0.3.