Question: Please show work. Consider the following expected returns, volatilities, and correlations: Stock Expected Standard Correlation with Correlation with Correlation with Return Deviation Duke Energy Microsoft

Please show work.

Consider the following expected returns, volatilities, and correlations:
Stock Expected Standard Correlation with Correlation with Correlation with
Return Deviation Duke Energy Microsoft Wal-Mart
Duke Energy 14% 6% 1 -1 0
Microsoft 44% 24% -1 1 0.7
Wal-Mart 23% 12% 0 0.7 1
The volatility of a portfolio that is equally invested in Wal-Mart and Duke Energy is ________.

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