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Question 6 0 / 10 pts Let's say that you found that XYZ has a standard deviation of 0.23 and ABC has a standard deviation of 0.45. If we purchased a portfolio by purchasing $125 of XYZ stock and $875 of ABC stock, fill out the following formulas for the portfolio's variance if the two stocks have a correlation of 0.6. Use XYZ as stock 1, fill out the formula exactly in the order shown, and input calculated numbers (not formulas or fractions) for any calculations you need to perform, rounded to three decimal places. . VAR = = (x}) * (0%) + (x) * (03) + 2 * P 1,2* X * x2 *01* 02 VAR = +2*