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What is the variance of a portfolio with a weight of 0.12 on Asset 1 and 1-0.12 on Asset Two? Asset 1 has an expected

What is the variance of a portfolio with a weight of 0.12 on Asset 1 and 1-0.12 on Asset Two? Asset 1 has an expected return of 0.03 and a standard deviation of 0.07 Asset 2 has an expected return of 0.2 and a standard deviation of 0.38 The correlation coefficient between Assets 1 and 2 is 0.6

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