Consider the equally-weighted portfolio consisting of Amazon, Pfizer and Exxon. The standard deviations of returns on these stocks respectively are: 50%,25% and 30%. The correlation matrix is given below: What is the standard deviation of this equally-weighted portfolio of three stocks? 0.2995 or 29.95% 0.075 or 7.5% 0.3755 or 37.55% 0.1574 or 15.74% 0.44 or 44%