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Please answer! Assume there are two risky assets, asset A and asset B. Asset A has a standard deviation of 10%. Asset B has a

Please answer!

Assume there are two risky assets, asset A and asset B. Asset A has a standard deviation of 10%. Asset B has a standard deviation of 7%. The returns of asset A and asset B have perfect negative correlation. What is the standard deviation of the two-risky-assets portfolio with a 30% weight on asset A and 70% weight on asset B?

a. 1.9%

b. 2.8%

c. 3.4%

d. 1.3%

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