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A portfolio is composed of two stocks, A and B. Stock A has a standard...

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Finance

A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 35%, while stock B has a standard deviation of return of 15%. The correlation coefficient between the returns on A and B is . 5. Stock A comprises 40% of the portfolio, while stock B comprises 60% of the portfolio. The standard deviation of the return on this portfolio is _________.

Question 10 options:

A. 20.01%

B. 19.76%

C. 18.45%

D. 17.67%

none of the above

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