Question 5 - Portfolio Variance Portfolios with more than one asset: Andrea is analysing a two-share portfolio that consists of a utility share and a commodity share. She knows that the return on the utility has a standard deviation of 40 per cent, and the return on the commodity has a standard deviation of 30 per cent. However, she does not know the exact covariance in the returns of the two shares. Andrea would like to plot the variance of the portfolio for each of three cases-covariance of 0.17,0 and 0.17-to understand how the variance of such a portfolio would react. Do the calculation for each of the extreme cases (0.17 and 0.17), assuming an equal proportion of each share in Andrea's portfolio