Your eccentric Aunt Claudia has left you $50,000 in BP shares plus $50,000 cash. Unfortunately, her will requires that the BP stock not be sold for one year and the $50,000 cash must be entirely invested in one of the stocks shown below. BHP Billiton BP Siemens Nestl Sony Sanofi Agricultural Bank Standard deviation (%) BHP Billiton 1.00 Agricultural 0.26 Siemens Nestl Sony Sanofi Bank -0.04 0.29 0.47 0.39 0.36 1.00 0.36 0.18 0.16 0.30 0.27 1.00 0.17 0.18 0.10 0.18 1.00 0.14 0.28 0.06 1.00 0.20 0.22 1.00 0.23 1.00 33.10 25.90 11.12 17.90 22.70 27.90 24.40 a. Calculate the portfolio variance for seven different portfolios. (Use decimals, not percents, in your calculations. Do not round intermediate calculations. Enter your answers as a decimal rounded to 5 places.) b. What is the safest attainable portfolio under these restrictions? Complete this question by entering your answers in the tabs below. Required A Required B Calculate the portfolio variance for seven different portfolios. Note: Use decimals, not percents, in your calculations. Do not round intermediate calculations. Enter your answers as a decimal rounded to 5 places. BHP BP Siemens Nestl Sony Sanofi Agricultural Bank Portfolio Variance