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You have two assets. Asset E(R) volatility A 8.38% 19.3% B 11.55% 28.1% correlation -0.5 You...

You have two assets.

Asset E(R) volatility
A 8.38% 19.3%
B 11.55% 28.1%
correlation -0.5

You create a complete portfolio with both assets, by investing 33% in asset A.

What is the variance of this portfolio?

Enter you answer with 4 decimals. (NOTE, this is not a percentage, do not multiply by 100)

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