Question: The correlation between A and B is 0.43. Alice formed Portfolio X by imvesting in A and B. The expected return of Alice's portfolio is

The correlation between A and B is 0.43. Alice formed Portfolio X by imvesting in A and B. The expected return of Alice's portfolio is 0.24. Calculate the variance of Alices pottfolio. Express your answer as a decimal with four digits after the decimal point (es, 0.1234, not 12.34%)

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