A portfolio is composed of two stocks, A and B. Stock A has a standard...
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A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of \15 whne stock \\( B \\) tas a standard deviation of return of \35. The correlation coefficieot between the returns on \\( A \\) and \\( B \\) is 0.45 . Stock A comprise \60 of the portfolio while stock \\( B \\) comprises \40 of the portiolio. The standard deviation of the return on this portiolio \19.76 \2300 \17.67 \18.45
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