Expected return	Standard deviation of return	Covariance of stocks return with the return on the market portfolio
Stock A	15%	15%	0.0288
Stock B	20%	25%	0.0432

Correlation coefficient between returns of Stock A and Stock B	0.5
Expected return of the market portfolio	10%
Standard deviation of the market portfolio	12%
Risk-free rate	5%

Suppose you construct a portfolio with Stock A and Stock B. You invest 30% of your money in Stock A, and the rest 70% in Stock B. What is the standard deviation of your portfolio?