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Use the following information: E[rxom] = 15.6%, standard deviationxoM = 15.9% E[rms]=29.7%, standard deviationMs = 35.2% Correlation of returns: PXOM.MS = 0.139. r 10% If

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Use the following information: E[rxom] = 15.6%, standard deviationxoM = 15.9% E[rms]=29.7%, standard deviationMs = 35.2% Correlation of returns: PXOM.MS = 0.139. r 10% If the optimal amount to invest in the first asset (w) is 0.43. what is the variance of the risky portfolio when w=0.43? (write in decimal format using 5 decimal places)

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