Consider a portfolio which consists of two risk assets, Asset 1 and Asset 2. Which of the following formulas about the portfolio standard deviation is the most correct? Notation: w is the weight we invest in Risky Asset 1 with expected return denoted by E(r )and corresponding standard deviation of 0. W is the weight we invest in Risky Asset 2 with expected return denoted by E(r2) and corresponding standard deviation of . P1,2 denotes the correlation coefficient of the returns of Risky Asset 1 and Risky Asset 2. O a. op=w0 + w0 +2ww01,20102 O b. op = wo+wo + 2wW2P1,20102 wo+w0 + 2w1W2P120102 19 16/06/20 O C. o = C ENG deviation of 0. P1,2 denotes the correlation coefficient of the returns of Risky Asset 1 and Risky Asset 2. O a. op=w0 +w0 + 2wW2P1,20102 O b. = wo+wo + 2wW2P1,20102 *** 1 03/1 = wo+w0 + 2wW2P1,201%2 1**** la =W01 + W02 + 2w1W2P1,20102 o = w0 + w0 +2wW2P1,20102 w{o} O c. O d. O e