I really need help with this question, someone please figure it out please.

Problem 6.19 Emmy is analyzing a two-stock portfolio that consists of a Utility stock and a Commodity stock. She knows that the return on the Utility stock has a standard deviation of 40 percent and the return on the Commodity stock has a standard deviation of 30 percent. However, she does not know the exact covariance in the returns of the two stocks. Emmy would like to plot the variance of the portfolio for each of three casescovariance of 0.095, O, and 0.095 in order to understand how the variance of such a portfolio would react. Do the calculation for all three cases (0.095, O, and -0.095), assuming an equal proportion of each stock in the portfolio. (Round answer to 4 decimal places, e.g. 0.0768.) Case 1, 012 0.095. Variance 0.1100 LINK TO TEXT Case 2, p Variance (Round answer to 4 decimal places, e.g. 0.0768.) 0.0: LINK TO TEXT Case 3, 012 Variance 0.0625 (Round answer to 4 decimal places, e.g. 0.0768.) -0.095: Click if you would like to Show Work for this question: LINK TO TEXT Open Show Work