Question $4$

MSFT has an expected return of $0\mathrm{.}15$ and a standard deviation sigma of $0\mathrm{.}26$

WMT has an expected return of $0\mathrm{.}15$ and a standard deviation sigma of $0\mathrm{.}34$

The correlation between MSFT and WMT is $0\mathrm{.}55$

Compute the standard deviation of the portfolio if you invest a fraction $0\mathrm{.}47$ into MSFT and the rest into WMT$.$

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