If there is portfolio contain 2 securities, the total capital of portfolio is 50,000$, it invest in 13 security 1 (30,000$), the variance of it (0.0144), the variance of portfolio is (0.008784), and * the correlation between 2 securities is 0 so the standard deviation of security 2 is (1 (1 ) 15% O 16% O 17% 14%