Assume that your portfolio consists of two stocks: Verizon and Walmart and have invested 60% of your money in Verizon, the telecommunication company, and the remaining 40% invested in Walmart, the retail company. The expected returns and standard deviations on the two investments are: Verizon Walmart Expected return 5% 10% Standard deviation 15% 20% The correlation coefficient between AT&T and Costco is -0.25. Compute the variance of your portfolio. 1.09% 2.83% 1.96% 0.54%