What is the total variance of the following portfolio including 2 assets invested in the ratio of 1:2. Asset A: E(r)=0.2,=0.5 Asset B: E(r)=0.4,=0.7 Correlation: -0.8 rf=0.1 A) 0.14 B) 0.12 C) 0.10 D) 0.08 E) None of the Dove We want to minimize the variance of the portfolio from In order to do that, what weights should we use? A)Asset A: 0.4 , Asset B: 0.6 B)Asset A: 1.3, Asset B: -0.3 C)Asset A: 1.2, Asset B: -0.6 D) Asset A: 0.2, Asset B: 0.8 E) None of the above