Assume that you have half of your money invested in Times Mirror, the media company, and the other half invested in Unilever, the consumer product giant. Then expected returns and standard deviations on the two investments are summarized below: Tims Mirror (%) Unilever (%) Expected return 11 21 Standard deviation 29 36 Estimate the variance of the portfolio as a function of the correlation coefficient (start with -1 and increase the correlation to +1 in 0.2 increments).