Question: Sandy creates a portfolio with two securities: Security Security Weight (%) Security (%) Alphabet 60 34 Ford Motor 40 11 If the covariance of returns

Sandy creates a portfolio with two securities: Security Security Weight (%) Security (%) Alphabet 60 34 Ford Motor 40 11 If the covariance of returns between the two securities is -0.0342, the expected standard deviation of the portfolio is closest to: I 12.18% O 15.68% 20.82% O 14.70% O 16.47%

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