Question: Please use the following information for this question. x Beta 1.2 Total return variance 0.0224 0.026 0.01 Idiosyncratic return variance 0.0080 where M refers

Please use the following information for this question. x Beta 1.2 Total return variance 0.0224 0.026 0.01 Idiosyncratic return variance 0.0080 where "M" refers to the market portfolio. What is the idiosyncratic return variance of an equally-weighted portfolio of assets X and Y? Please round your calculation to the nearest 4th decimal and fill in the calculated number below. Answer: 0.012

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