Consider the portfolio of three securities shown below, then answer the question. Give your *.answer in percentage form to 2 d.p (7) ) Proportion in Portfolio Standard Deviation of Return Security A 0.15 Security B 0.55 Security C Find it 15% 11% 8% The covariance coefficients are shown in the covariance matrix below. Security A Security B Security C Security A 0.0225 Security B 0.015 0.015 -0.005 0.0121 0.004 Security C -0.005 0.004 0.0064 Find the standard deviation of the portfolio.