Consider the following two assets to create a portfolio Asset Weight StdDev Return Asset A 0 6 0 15 0 14 Asset B 0 4 0 25 0 18 Assuming the correlation coefficient between the two assets is 0 5, calculate the standard deviation of the portfolio

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Consider the following two assets to create a portfolio. Asset Weight StdDev Return Asset A 0.6 0.15 0.14 Asset B 0.4 0.25 0.18 Assuming the

Consider the following two assets to create a portfolio.

Asset	Weight	StdDev	Return
Asset A	0.6	0.15	0.14
Asset B	0.4	0.25	0.18

Assuming the correlation coefficient between the two assets is 0.5, calculate the standard deviation of the portfolio.

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