Question 24 3 points Save Answer Copy of Copy of Three securities have the characteristics described in the following table: Stock X Stock Y Stock Z a -1% 4% 3% B 0.6 1.8 0.8 4% 8% 6% A portfolio consists of 50% of the investor's funds in Y, and the remaining amount consists of 25% in each of the other assets X and Z. The expected market return is 12% (Rm = 12%) and the standard deviation of market returns is 5% (om = 5%). What is the standard deviation of the portfolio? Less than 4% Between 4% and 5% Between 5% and 6% Between 6% and 7% Greater than 7%