What should you expect the variance of a portfolio constructed with equal proportions of two assets each with the following characteristics be (round your answer to 4 decimal places): Asset A - Expected return 20\%, expected standard deviation of returns 15%, Beta 1.7 Asset B - Expected return 10\%, expected standard deviation of returns 10%, Beta. 8 Assume the returns on the two assets have a 60 correlation coefficient. Question 9 What should you expect the beta of a portfolio constructed with equal proportions of two assets each with the following characteristics be (round your answer to 2 decimal places): Asset A - Expected return 20\%, expected standard deviation of returns 15\%, Beta 1.7 Asset B - Expected return 10%, expected standard deviation of returns 10%, Beta . 8 Assume the returns on the two assets have a 60 correlation coefficient