An investor forms a portfolio of two stocks, Alpha and Beta. Information regarding the two stocks is shown below: Stock Expected Return Standard Deviation Alpha 6% 000 Bravo 8% 30% The correlation between returns on Alpha and Bravo is 0.30. The investor will put 40% of her wealth in Alpha and the 60% of her wealth in Bravo. What is the standard deviation of the investor's portfolio? 27.5% None are correct 23.07% 21.05% 25% 4

Ine corretation between refurns on Alpha and Bravo is 0.30 . The investor will put 40% of her wealth in Alpha and the 60% of her wealth in Bravo. What is the standard deviation of the investor's portfolio? 27.5% None are correct 2307. 2105%