Simon only holds two investments, security A and B. Security A has a weight of 50%....

  

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Simon only holds two investments, security A and B. Security A has a weight of 50%. The standard deviation of security A is 9% while the standard deviation of security B is 8%. The correlation coefficient between their returns is 0.80. What is the standard deviation of his portfolio return? Simon only holds two investments, security A and B. Security A has a weight of 50%. The standard deviation of security A is 9% while the standard deviation of security B is 8%. The correlation coefficient between their returns is 0.80. What is the standard deviation of his portfolio return?