1. Question 8 (1 point) 2 3 5 1. Given: i Stock X: Expected return -15%, Standard Deviation=60% Stock Y: Expected return = 25%, Standard Deviation - 20% ili Correlation between stocks X and Y is 0.4 iv. Portfolio A consists of 30% in X, 90% in Y and -20% in the risk free asset The risk free rate is 5% What is the standard deviation of Portfolio A? 8 9 [0.320.62 +0.920.22 + 2(0.3)(0.9)(0.4)(0.2)(0.6)] 11 12 [0.320.62 +0.920.22 + 2(0.3)(0.9)(0.4)(0.2)(0.6)]2 3 14 15 [0.32(0.6) +0.92(0.2,11/2 6 17 18 [0.320.62 +0.920.22 + 2(0.3)(0.9)(0.4)(0.2)(0.6)]1/2 [0.32(0.6) +0.92(0.2) + 2(0.3)(0.9)(0.4)(0.2)(0.6)]1/2 19 20 21 [0.32(0.6) +0.92(0.2) + 2(0.3)(0.9)(0.4)(0.2)(0.6)] None of the above . 8 R