Calculate the standard deviation of a portfolio that contains 40% of one stock with a standard deviation of 11% and 60% of another stock with a standard deviation of 30%, and the correlation of their stock returns is 0.7. (Enter your answer as a decimal rounded to 4 decimal places, not a percentage. For example, enter .0153 instead of 1.53%.) Your Answer: Answer Hide hint for Question 28 SDp=sqrt(VAR) VARP=w1^2 SD1^2+w2^2 SD2^2+2'w1'w2"Corr*SD1 SD2