Consider the following data on returns (R), standard deviation (), weights (W), and correlations (r) for two stocks:

R₁ = 10%, ₁ = 4%, R₂ = 20%, ₂ = 6%, r₁₂ = -1.0, W1=0.50, W2=0.50

What is the standard deviation of a portfolio of stocks 1 and 2 with the above weights?

	1.	1.0%
	2.	1.10%
	3.	10%
	4.	None of the given answers is correct.
	5.	0.20%