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A portfolio combines two assets: X and Y. The proportion of 2 Asset X in the portfolio is 25%, and the proportion of Asset Y

A portfolio combines two assets: X and Y. The proportion of 2 Asset X in the portfolio is 25%, and the proportion of Asset Y is 75%. The standard deviation of Asset X is 6% and the variance of Asset Y is 2%. Returns of Asset X and AssetY are positively correlated as far as the correlation coefficient equals 0.44 . What is standard deviation of this portfolio? 12.11% 11.35% 10.29% 7.03%

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