) Question 2 2 pts Calculate the portfolio variance if you have 25% in Security A and 75% in Security B. Year B.% E, % A. % 10.67 S&P, % 0.34 1 C, % 12.98 45.23 -3.76 8.96 2 12.54 21.67 29.67 15.94 3 19.84 -8.82 5.56 4.66 D% 25.51 18.97 - 11.57 21.42 26.22 17.23 16.52 14.28 -12.07 25.68 4 13.37 -4.45 5 27.34 4.98 - 15.53 31.08 15.14 6 21.94 11.35 1.28 -12.87 -2.89 34.38 47.56 0 37.88 49.27