Question: Security Expected Return Beta Standard Deviation of Returns 2.3 0.55 B 9% 0.30 15% 0.55 D 5.0% 0.25 Risk-free 0.5% Market Index 7% Assume the

Security Expected Return Beta Standard Deviation of Returns 2.3 0.55 B 9% 0.30 15% 0.55 D 5.0% 0.25 Risk-free 0.5% Market Index 7% Assume the correlation between the returns of security C and security D is - 1. What is the standard deviation of returns for a portfolio of 30% of asset C and 70% of asset D? (round to 2 decimal places)

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