142. What is the standard deviation of a portfolio with weights of 60% in security A and the remainder in security B ? A. 0.5% B. 0.9% C. 1.5% D. 2.3% E. 6.4% 142. What is the standard deviation of a portfolio with weights of 60% in security A and the remainder in security B ? A. 0.5% B. 0.9% C. 1.5% D. 2.3% E. 6.4%