Question: Asset Expected Return Standard Deviation F (risk-free asset) 3% -- A 5% 20% B 8% 30% I create a portfolio P with 21% weight in

Asset	Expected Return	Standard Deviation
F (risk-free asset)	3%	--
A	5%	20%
B	8%	30%

I create a portfolio P with 21% weight in risky asset, A, and the rest of the weight in risky asset B. If correlation between returns for the risky assets is -0.79 then the standard deviation of returns for portfolio P is _______________%.

(round your answer to 2 decimals)

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