Consider the portfolio consisting of 60% = .60 Ford and 40% = .40 GE. What is the sample mean of this portfolio? What is the sample variance of this portfolio? What is the sample standard deviation of this portfolio?

a. sample mean = 4, sample variance 47.56, sample standard deviation= 6.83 b. sample mean =3.8, sample variance = 82.37, sample standard deviation 9.06 c. sample mean =3.8, sample variance = 3.332, sample standard deviation = 1.825 d. None of these