USE THE INFORMATION BELOW AND SELECT from the multiple choice question:

If the portfolio combination for the above given portfolio is changes to 45% equities and 55% bonds: what would be the additional risk contribution to the total risk of the portfolio?

A) -0.11%

B) -0.12%

C) -0.13%

D) -0.16%

Wequery(%) Toon 196) reguty (%) (%) 2.29 3.28 Year Woond (%) 2012 2013 2014 2015 2016 2017 Annual Geometric R. 888888 0.50 -0.38 -3.51 7.00 2.40 Use the Table given above and the following information to solve the Question: bonds: 1.18% equities: 3.33% portfolio: 1.93 % COV bonds.p: 1.31% COV (equityp: 6.17 % Re: 1.5% If the portfolio combination for the above given portfolio is changes to 45 % equities and 55 % bonds: What would be the additional risk contribution to the total risk of the portfolio? -0.11% -0.12% -0.13% -0.16%