Esperanto Rao creates a portfolio consisting of 2 assets, Stock ABC and Stock XYZ. She invests 25% of her funds in Stock ABC and the rest in Stock XYZ. The standard deviation of Stock ABC is computed to be 11.2% and the standard deviation of Stock XYZ is computed to be 59%. The covariance of returns on these two investments was calculated to be-000087 What is the risk measured by standard deviation of this portfolio Multiple Choice 4.926 0.24% 24.21% 2.50% 7.89%