Coca Cola expected return 10, weighting 65%

Reebok expected return 20, weighting 35%

Expected portfolio return 13.5%; what is the risk?

Coca cola: historical st.dev. =31.5%

Rebok: historical st.dev. =58.5%

Historical correlation coefficient between the two stocks is about 0.2

Find the variance and standard deviation or risk of the portfolio

[Hint: always express the variance and st. dev as a decimal before doing any calculation]