portfolio has 50% of its funds invested in Security One and 50% of its funds invested in Security Two. Security One has a standard deviation of 8%. Security Two has a standard deviation of 10%. The securities have a coefficient of correlation of .5. Which of the following values is closest to portfolio variance? Select one: a. .0061 b. .0025 c. .0095 d. .0102 e. One must have covariance to calculate expected value. Clear my choice