• A portfolio consist of 4 securities 123 and 4. The proportions of these securities are w1= 0.3, w2=0.2,w3=0.3,w4=0.2. the standard deviations of returns of these securities in percentage terms are 5,6,10 and 8 respectively The correlation coefficient among the security returns are p12=0.2, p13=0.6, p14=0.3,p23=0.4,p24=0.6 p34=0.5 Assume proportional investment. What is the standard deviation of portfolio return.