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QUESTION $20$

You invest in two stocks of firms A and $B.$ The investment in stocks of firm $A$ is $$10,000$ and in the stocks of firm $B$ is $$15,000.$ You determine that the correlation between returns of Stock A and Stock B is $-0\mathrm{.}1.$ Further, you also observed that the standard deviation of returns of Stock A is $10\%,$ and Stock B is $15\%.$ What will be your investment $($portfolio$)$ standard deviation?

A$.6\mathrm{.}76\%$

B$.9\mathrm{.}48\%$

C$.0\mathrm{.}898\%$

D$.13\%$

E$.7\mathrm{.}86\%$

QUESTION $21$