Finance question 52

Question 52 1 pts Consider the following information on two stocks, ABC and DEF: Stock Expected return Standard deviation ABC 0.02 0.05 DEF 0.02 0.04 The correlation of the returns of these stocks is -0.2. If 30 percent of a portfolio is invested in ABC and the rest in DEF, what is the standard deviation of portfolio returns? Report your answer in decimal form rounded to the fourth decimal place (e.g., 0.1234)