Linda 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 of the returns of the two stocks. Linda would like to plot the variance of the portfolio for each of three cases $-$ covariance of $0\mathrm{.}015,0,$ and $-0\mathrm{.}015-$in order to understand what the variance of the portfolio would be for a range of covariances. Do the calculation for all three cases $,$ and $-0\mathrm{.}015$