Question 17 of 10 If a portfolio consists of Boeing stock and a T-bill weighted as 80% and 20% respectively, the standard deviation for Boeing Company is 15% and the covariance between Boeing and the bar is zero, what is the standard deviation of this portfolio? HINT: this is simply the case of a two asset portfolio. Also, assume that the standard deviation for Tbilisas Tbil rates are not volatile) OAON OB. OC 1200 OD 150 Reset