Portfolio	E	Standard Dev	Corr with A	Corr with B	Corr with C	Corr with D
A	0,1155	0,0965	1	0,75	0,6	0,45
B	0,1465	0,1955	0,75	1	0,85	0,55
C	0,1525	0,2264	0,6	0,85	1	-0,25
D	0,1151	0,1655	0,45	0,55	-0,25	1
Risk free rate r(f)	0,075

Use the Markowitz formula to calculate the historical standard deviation of a portfolio consisting of 30% in Portfolio C and 70% in Portfolio D