Question: You create a portfolio using two stocks A and B with correlation coefficient equal to 0.6 . - You invest 40% in A that has

You create a portfolio using two stocks A and B with correlation coefficient equal to 0.6 . - You invest 40% in A that has expected return 10% and variance 0.01 - You invest 60% in B that has expected return 20% and variance 0.02 What is the standard deviation of the portfolio? a. 0.01287 b. 0.1043 c. 0.0156 d. 0.0088 e. 0.0109 f. 0.0 g. 0.1416 h. 0.1246 i. 0.1135 i. 0.02

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