Question: D Question 33 1 pts Consider the expected returns and risks for two funds I and M in the table below: Ri Rm 0.055 0.089

D Question 33 1 pts Consider the expected returns and risks for two funds I and M in the table below: Ri Rm 0.055 0.089 mean Var 0.006345 0.01396 0.118152 StDev 0.079656 Suppose the correlation coefficient of Ri and RM is -0.375, what is the variance on a portfolio 30% invested in and 70% invested in M? 0.005929 0.077001 0.000353 0.018784

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