A portfolio combines two assets: X and Y. The proportion of Asset X in the portfolio is 35%, and the proportion of Asset Y is 65%. The standard deviation of return of Asset X is 6% and the variance of return of Asset Y is is 9%. Returns of Asset X and Asset Y are positively correlated as far as the correlation coefficient equals 0.44. What is standard deviation of this portfolio? 20.5% O 7.03% 10.20% 9,17%

A portfolio combines two assets: X and Y. The proportion of Asset X in the portfolio is 35%, and the proportion of A sset Y is 65%. The standard deviation of return of A sset X is 6% and the variance of return of Asset Y is is 9%. Returns of Asset X and Asset Y are positively correlated as far as the correlation coefficient equals 0.44 . What is standard deviation of this portfolio? 20.5% 7.03% 10.20% 917%