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A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 35%, while stock B has a

A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 35%, while stock B has a standard deviation of return of 15%. The correlation coefficient between the returns on A and B is 0.35. Stock A comprises 40% of the portfolio, while stock B comprises 60% of the portfolio. The standard deviation of the return on this portfolio is O 19.11% O 17.74% O 21.59% O 20.39%

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