Question 1 (1 point) Suppose you invest in the following portfolio: 30% of your money in corporate bonds, 50% of your money in stocks, and 20% of your money in the risk-free rate. Bonds have an expected return of 5% and a standard deviation of 10%. Stocks have an expected return of 8% and a standard deviation of 20%. The correlation between stocks and bonds is 15%. The risk-free rate has a return of 2%. What is the variance of your portfolio? 0.0109 0.0118 0.3109 0.0559 0.1086