Question: Consider the following data on return (R), standard deviation(o), weighs (W), and correlation (r) for two stocks: R1=10%. o1= 4%, R2=20%, o2=6%, r12= -1.0, W1=.50,

Consider the following data on return (R), standard deviation(o), weighs (W), and correlation (r) for two stocks: R1=10%. o1= 4%, R2=20%, o2=6%, r12= -1.0, W1=.50, W2=.50 . What is the standard deviation of a portfolio of stocks 1 and 2 with the above weights?

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