• Let X be the value of a stock after 1 month after initially investing c1 dollars.
• Let Y be the value of another stock after 1 month of initially investing c2 dollars.
• The mean and variance of X are 1.1517 and 0.1729 respectively.
• The mean and variance of Y are 1.062 and 0.046 respectively.
• c1+c2=1 and the correlation coefficient between the two stocks is =0.25.

Write the mean and variance of the total portfolio value in terms of c1andc2