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A portfolio consists of 40% stock a and 60% stock P stock it has a beta of 2.1 an expected return of 0.12 and the

A portfolio consists of 40% stock a and 60% stock P stock it has a beta of 2.1 an expected return of 0.12 and the standard deviation of 0.35 stock B has a beta of 0.7 and expected return of 0.30 and a standard deviation of 0.25 the correlation coefficient of returns between stocks a and B is 0.3 what is the standard deviation of the portfolio

a. 0.0547

b. 2339

c. 0.3148

d. none

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