31.)

estion 31

You can form a portfolio of two assets, A and B, whose returns have the following characteristics:

If you demand an expected return of 19%, what is the portfolio's standard deviation?

Stock	Expected return	Standard deviation	Correlation
A	12%	20.00
			0.75
B	22%	35.00

		8.57%
		22.95%
		29.27%
		26.51%
		27.32%