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Part $1$

A portfolio has

$4040\%$

of its value in IBM shares and the rest in Microsoft$($MSFT$).$ The volatility of IBM and MSFT are

$3939\%$

and$35\%,$ respectively, and the correlation between IBM and MSFT is $0.$ What is the standard deviation of the$$ portfolio?

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Part $1$

A$.$

$30\mathrm{.}0830\mathrm{.}08\%$

B$.$

$36\mathrm{.}6236\mathrm{.}62\%$

C$.$

$20\mathrm{.}9320\mathrm{.}93\%$

D$.$

$26\mathrm{.}1626\mathrm{.}16\%$