Your eccentric Aunt Claudia has left you $50,000 in BP shares plus $50,000 cash. Unfortunately her vwill 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. The table provides estimates of the standard deviations of returns for each stock and the correlation between the returns of each pair of stocks. Kore BHP BP Chrysler 1.00 .34 BHP BP Fiat Chrysler Heineken 37 36 43 34 1.00 35 45 35 1.00 37 22 22 17 37 36 08 17 43 42 35 18 1.00 4635 28 1.00 23 08 19 1.00 1.00 Nestl 23 1.00 Tata Motors Standard deviation (%) 21.80 31.1045.06 17.04 29.8310.10 45.6439.71 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.) o Variance BHP Flat Chrylser Heinkenen Korea Electric Nestl Sony Tata Motors 08750 .14538 07198 10298 06314 12081 12575 | b. What is the safest attainable port folio under these restrictions? BP and BHP BP and Fiat