Question 13 (2 points) There is a risky portfolio composed to two stocks, A and B. The risky portfolio has a weight of 10% in Stock A. Stock A has a return of 13.40%, and a standard deviation of 32.00%. Stock B has a return of 2.50%, and a standard deviation of 35.80% Stock A and Stock B have a covariance equal to 0.001. There is also a risk free asset with a return of 2.60%. The consumer has a utility function given by: U=rc -30% What is the variance of the risky portfolio? Answer to three decimal places (ex: 0.001). Your