Question 1 2.5 points Save Answer The correlation between A and B is -0.11. Alice formed Portfolio X by investing in A and B. The expected return of Alice's portfolio is 0.09. Calculate the variance of Alice's portfolio Express your answer as a decimal with four digits after the decimal point leg. 0.1234, not 12.34%). Asset Expected Return Standard Deviation 0.08 0.24 0.22 0.44 Moving to another question will save this response. Question 1 of 4