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In the last 20 years, the average return on stock is 9.27% and the standard deviation is 18.32%. The average return on 10 -year treasury

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In the last 20 years, the average return on stock is 9.27% and the standard deviation is 18.32%. The average return on 10 -year treasury note is 5.70% and the standard deviation is 8.82%. The correlation between stock and treasury note's return is -0.5926 . What is the standard deviation of a 50% stock 50% treasury note portfolio? A. 7.49% B. 7.45% C. 8.91% D. 12.3%

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