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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 0.45 . Stock A comprises 40% of the portfolio, while stock B cormprises 60% of the portfollo. The standard deviation of the return on this portfollo is Multiple Choice 230% 1976% 1845% 1767%

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