Question: ide Given the following expectations for return, risk and correlation: E(r) opsb Portfolio S 0.28 0.13 -0.25 Portfolio B 0.11 0.12 Risk-free 0.05 An optimal

ide Given the following expectations for return, risk and correlation: E(r) opsb Portfolio S 0.28 0.13 -0.25 Portfolio B 0.11 0.12 Risk-free 0.05 An optimal portfolio of S and B has been calculated to contain 0.45 stocks, i.e. portfolio S (out of a possible 100% or 1.0). What would be the standard deviation of the optimal portfolio from S and B? O 0.0722 O 0.0622 O 0.0678 O 0.0765 O 0.0655

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