The correlation between Johnson & Johnson's (Ticker: JNJ) returns and Diamondback Energy, Inc.'s (Ticker: FANG) returns is 0.450809547. Johnson & Johnson has a variance of returns of 0.0024674 while Diamondback Energy, Inc. has a variance of returns of 0.0282081. Johnson & Johnson has an average return of 0.93976 percent while Diamondback Energy, Inc. has an average return of 1.190338 percent. Calculate the standard deviation of returns for a portfolio consisting of 64 percent Johnson & Johnson stock and 36 percent Diamondback Energy, Inc. stock.