3 A portfolio is composed of two stocks A and B Stock A has

Last updated: 10/5/2023

3 A portfolio is composed of two stocks A and B Stock A has a standard deviation of return of 35 while stock B has a standard deviation of return of 15 The correlation coefficient between the returns on A and B is 45 Stock A comprises 40 of the portfolio while stock B comprises 60 of the portfolio The standard deviation of the return on this portfolio is