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Investment 1 has an expected return of 6.35% with a standard deviation of 57.63%. Investment 2 has an expected return of 1.89% with a

Investment 1 has an expected return of 6.35% with a standard deviation of 57.63%. Investment 2 has an expected return of 1.89% with a standard deviation of 107.36%. These investments have a correlation of -0.57. Suppose you have a portfolio that is composed of 1 (70%) and 2 ( 30% ), what is the standard deviation of your portfolio's returns?

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