You have a portfolio of investment which consists of Mutual Fund A with a return of A% and Stock B with a return of B%. Given the following average returns and variances for both A and B, M(A) = 15%, M(B) = 51% s squared (A) = 3% squared , s squared (B) = 12% squared What is the variance of your total portfolio (A+B) if the covariance between the two returns A and B is 46% squared ? Since the unit of the variances is % squared , your answer should be in % squared accurate up to 0 decimal place.