Question: Stock A Stock B Rf Expected return 8% 13% 1% Standard deviation 12% 20% 0% Weight in portfolio 0.5 0.4 0.1 Correlation between A&B 0.3

Stock A Stock B Rf Expected return 8% 13% 1% Standard deviation 12% 20% 0% Weight in portfolio 0.5 0.4 0.1 Correlation between A&B 0.3 Whats the standard deviation of your portfolio formed of A & B and risk-free assets, based on info above? Group of answer choices 9.03% 14.56% 11.35% 12.04%

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