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A portfolio consists of two securities: a 90-day T-bill and the S&P/TSX Composite. The expected return on the T-bill is 4.5%. The expected return on

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A portfolio consists of two securities: a 90-day T-bill and the S&P/TSX Composite. The expected return on the T-bill is 4.5%. The expected return on the S&P/TSX Composite is 12% with a standard deviation of 20%. What is the portfolio standard deviation if the expected return for this portfolio is 15%? O 16.80% O 28.00% O 12.00% O 8.13%

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