Question: please help A portfolio manager creates the following portfolio. Security 1 has a weight of 30% and an expected standard deviation of 20%. Security 2

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A portfolio manager creates the following portfolio. Security 1 has a weight of 30% and an expected standard deviation of 20%. Security 2 has a weight of 70% and an expected standard deviation of 12%. The covariance of returns between the two securities is -0.0151. What is the expected standard deviation of the portfolio? [Enter % in the unit box for your answer. Round your final answer to the nearest basis point (one hundredth of a percent).]

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