5. The following data is given about stocks A, B, and C. You have a portfolio with an expected return of

15%. What is the standard deviation of the portfolio if 30% of the total investment is in Stock C?

Return and Risk Return Correlations

Stock E[r] [r] A B C

A 25% 50% 1.00 0.40 0.20

B 15% 40% 0.40 1.00 0.50

C 5% 30% 0.20 0.50 1.00