management. Listed below are estimates of the standard deviation and correl stocks. ation coefficients for three Correlation with: Standard A 12% 15 10 Stock 1.00 1.00 0.20 1.00 1.00 -0.20 0.20 -0.20 1.00 Required: i) If a portfolio is composed of 20% of stock A and 80% of stock C, what is its standard deviation? (8 marks) If the portfolio is composed of 40% , 20% and 40% for A, B and C respectively, what is its standard deviation? marks) Total: 25 marks]