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QUESTION 11 A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 1%, while stock B

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QUESTION 11 "A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 1%, while stock B has a standard deviation of return of 6%. The correlation coefficient between the returns on A and B is 0.5.Stock A comprises 55% of the portfolio, while stock B comprises 45% of the portfolio. The standard deviation of the return on this portfolio is Note: Express your answers in strictly numerical terms. For example, if the answer is 5%, write 0.05

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