Question 3 Homework Unanswered What is the standard deviation of a portfolio which is comprised of $9,000 invested in stock Sand $6,000 in stock T? The standard deviation of returns of Stock Sis 10% and that of Stock Tis 8%. The correlation coefficient of returns of the two stocks is 0.20. State of Economy Boom Normal Recession Probability of State of Economy 5 85 10% Returns if State Occurs Stock S Stock T 11% 5 6 89 8 0 -5