Assume that you want to form a portfolio which will contain two stocks. Stock A has an expected return of 13% with a standard deviation 20%Stock B has an expected return of 8% with a standard deviation 11%. The correlation between these stocks is 0.20. What is the standard deviation of this portfolio if you decide to split your budget equally on each stock?

Assume that you want to form a portfolio which will contain two stocks. Stock A has an expected return of 13% with a standard deviation 20%. Stock B has an expected return of 8% with a standard deviation 11%. The correlation between these stocks is 0.20. What is the standard deviation of this portfolio if you decide to split your budget equally on each stock? Select one: a.12.34 b.13.41 C.14.76 d.75.09