Questions 11-12 are based on the following information. Christ invests in a portfolio consisting of three stocks A, B, and C. Their risk, return, and investment amount are listed below. stock risk (standard deviation) return investment amount 0.6 3% 20 B 0.7 5% 30 0.8 4% 50 correlation coefficient between A and 0.2 B = correlation coefficient between B and 0.5 CE correlation coefficient between A and 0.3 question 12 What is the portfolio variance? O none of the above O 0.34 O 0.58 O 2.10 O 0.70