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A proper portfolio was created by investing 25% (or a weight of 0.25) of the funds in Asset A (standard deviation-15%) and the balance of

A proper portfolio was created by investing 25% (or a weight of 0.25) of the funds in Asset A (standard deviation-15%) and the balance of the funds in Asset B (standard deviation-10%). If the correlation coefficient is 0.75, what is the portfolio standard deviation? A 10.6% B 12.4% C 15% What would the answer be if the correlation was -0.75 A 2.8% B 4.2% 5.3%

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