Question: If the correlation between two stocks is 0.4, then a portfolio combining these two stocks in equal proportions will have a variance that is? O

If the correlation between two stocks is 0.4, then a portfolio

If the correlation between two stocks is 0.4, then a portfolio combining these two stocks in equal proportions will have a variance that is? O equal to the weighted average of the two individual variances. Cannot be determined less than the weighted average of the two individual variances. O greater than the weighted average of the two individual variances, o less than or equal to average variance of the two weighted variances, depending on other information

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