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What is the variance of a portfolio with a weight of 0.47 on Asset 1 and 1-0.47 on Asset Two? Asset 1 has an expected

What is the variance of a portfolio with a weight of 0.47 on Asset 1 and 1-0.47 on Asset Two?

Asset 1 has an expected return of 0.16 and a standard deviation of 0.13

Asset 2 has an expected return of 0.20 and a standard deviation of 0.03

The correlation coefficient between Assets 1 and 2 is -0.75

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