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Question 12 (2.5 points) A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 35%, while

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Question 12 (2.5 points) A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 35%, while stock B has a standard deviation of return of 15%. The correlation coefficient between the returns on A and B is .45. Stock A comprises 40% of the portfolio, while stock B comprises 60% of the portfolio. The standard deviation of the return on this portfolio is 23.00% 18.45% 17.67% 19.76%

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