Question: consider the data provided in the table below for a portfolio of Assets A and B. the correlation of the two assets is p=-0.9523. What

consider the data provided in the table below for a portfolio of Assets A and B. the correlation of the two assets is p=-0.9523. What is the standard deviation of the returns of the portfolio? portfolio weighs Asset A=0.33 Standard Deviation Asset A=0.5 , portfolio weighs asset B=0.67 Standard Deviation asset B= 0.6

answers:

a. 6.25%

b.25%

c.35%

d. 55%

e.57.5%

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