Question: T4-12. The correlation coefficient between the assets X and Y is -0.40 (negative zero point four). Given the information shown on the attached image, what

T4-12. The correlation coefficient between the assets X and Y is

T4-12. The correlation coefficient between the assets X and Y is -0.40 (negative zero point four). Given the information shown on the attached image, what is the standard deviation of the Portfolio involving assets X and Y? Assets X Y Expected Return 20% 10% Standard Deviation 20% 30% Portfolio Weights 30% 70% Select one: O a. 19.40% O b. 43.00% O c. 7.17% O d. 27.00%

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