An investor is given the following information about the returns on two stocks Stock 1 2 Mean 0 09 0 13 Standard Deviation 0 15 0 21 Compute the standard deviation of the portfolio composed of 60 stock 1 and 40 stock 2 The coefficient of correlation is 0 4

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An investor is given the following information about the returns on two stocks: Stock 1 2 Mean 0.09 0.13 Standard Deviation 0.15 0.21 Compute the

An investor is given the following information about the returns on two stocks:

Stock	1	2
Mean	0.09	0.13
Standard Deviation	0.15	0.21

Compute the standard deviation of the portfolio composed of 60% stock 1 and 40% stock 2. The coefficient of correlation is 0.4.

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