Question: A Portfolio has 2 Assets (D, E). (D) = 40.00% of the Portfolio total value. The variance for (D) is 0.010 while for (E) the

A Portfolio has 2 Assets (D, E). (D) = 40.00% of the Portfolio total value. The variance for (D) is 0.010 while for (E) the variance is 0.0225. If the correlation of (D, E) is 0.90, what is the Standard Deviation for this Portfolio?

.1722

.1272

.0127

.1972

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