I only need help with question 13. I know how to do 12. Could please just show me how to get the standard deviation of this portfolio?

Exhibit 6.2 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) Asset (A) Asset (B) E(RA) = 25% E(RB) = 15% (SA) = 18% (SB) = 11% WA=0.75 WB = 0.25 COVA,B = -0.0009 12. Refer to Exhibit 6.2. What is the expected return of a portfolio of two risky assets if the expected return E(Ri), standard deviation (si), covariance (COVij), and asset weight (Wi) are as shown above? a. 18.64% b. 20.0% c. 22.5% d. 13.65% 10.25*0.75)+ (0.15*0.25) .225 or 22.5% e. 11% 13. Refer to Exhibit 6.2. What is the standard deviation of this portfolio?q a. 5.45% b. 18.64% c. 20.0% d. 22.5% e. 13.65% (0.75 K0-15)+(0.25 Xoll C2)(0.25*0.75) Co 40-7) 0-018225+