A portfolio has $35\%$ of its value in IBM shares and the rest in Microsoft $($MSFT$).$ The volatility of IBM and

MSFT are $35\%$ and $30\%,$ respectively, and the correlation between IBM and MSFT is $0\mathrm{.}4.$ What is the

standard deviation of the portfolio?

A$.26\mathrm{.}86\%$

B$.29\mathrm{.}54\%$

C$.22\mathrm{.}83\%$

D$.30\mathrm{.}89\%$A portfolio has $35\%$ of its value in IBM shares and the rest in Microsoft$($MSFT$).$ The volatility of IBM and MSFT are$35\%$ and$30\%,$ respectively, and the correlation between IBM and MSFT is $0\mathrm{.}4.$ What is the standard deviation of the$$ portfolio?

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Part $1$

A$.$

$26\mathrm{.}86\%$

B$.$

$29\mathrm{.}54\%$

C$.$

$22\mathrm{.}83\%$

D$.$

$30\mathrm{.}89\%$