Question: QUESTION 10 Consider the data provided in the table below for a portfolio of Assets A and B. The correlation of the two assets is

QUESTION 10 Consider the data provided in the table below for a portfolio of Assets A and B. The correlation of the two assets is p- -0.9523. What is the standard deviation of the returns of the portfolio? Asset A Asset B Portfolio Weights tandard 0.33 0.67 0.5 0.6 viation A. 6.25% B. 25% ?. 3596 D. 55% CE 57.5%

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