Current Attempt in Progress

Your current portfolio has a value of $$30,000,$ with an expected return of $15\%,$ and a standard deviation of $20\%.$ You decide you want

to purchase $$6,000$ of $xYZ,$ which has an expected return of $13\%,$ a standard deviation of $30\%,$ and is perfectly negatively correlated

to your current portfolio. What will be your new portfolio's standard deviation after the addition of XYZ$?$

$31\mathrm{.}8\%$

$11\mathrm{.}7\%$

$5\mathrm{.}3\%$

$20\mathrm{.}6\%$