Assume E(r) 5%; 1 = .4, X1 = .20 (s is std. dev., X is weight) E(r2) = 5%; S2 = .4, X2 = .80, 2 Correlation between security 1 and security 2 is - 1 sp2= X4?s1 +xz2s22 + 2X1X2512 = X12s12 + X22s22 + 2X1X2r125152 s is std. dev. r12 is correlation coefficient. Please calculate portfolio mean and variance, respectively. (5 pts.)