Question: Expected return 8% 13% 1% Standard deviation 12% 20% 0% Weight in portfolio 0.5 0.4 0.1 Correlation between A&B 0.3 Whats the standard deviation of

Expected return 8% 13% 1%
Standard deviation 12% 20% 0%
Weight in portfolio 0.5 0.4 0.1
Correlation between A&B 0.3

Whats the standard deviation of your portfolio formed of A & B and risk-free assets, based on info above?

Group of answer choices

A. 11.35%

B. 14.56%

C. 12.04%

D. 9.03%

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