Question $20$

You have two investments in your portfolio $(A$ & B$)$ with a correlation $=\mathrm{.}24$

A $(20\%$ of portfolio$)$: $EV=25\%$&$SD=32\%$

$B(80\%$ of portfolio$)$: $EV=12\%$ & SD $=17\%$

Which of the following is true? $($check all that apply$)$

It is impossible for the portfolio SD to be $12\mathrm{.}7\%$ if the correlation is $\mathrm{.}84$

It is impossible for the portfolio SD to be $19\mathrm{.}8\%$ if the correlation is $\mathrm{.}34$

The portfolio SD $=16\mathrm{.}36\%$

The portfolio $SD=19\mathrm{.}84\%$

It is impossible for the portfolio SD to be $19\mathrm{.}58\%$ if the correlation is $-\mathrm{.}51$

It is impossible for the portfolio SD to be $13\mathrm{.}8\%$ if the correlation is $\mathrm{.}57$