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Question 5 5 pts Stocks A and B have a correlation coefficient of 0.36. The stocks' expected returns and standard deviations are in the table

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Question 5 5 pts Stocks A and B have a correlation coefficient of 0.36. The stocks' expected returns and standard deviations are in the table below. A portfolio consisting of 40% of stock A and 60% of stock B is constructed. Stock Expected Return Standard Deviation A 20% 25% B 15% 19% What is the standard deviation of the stock A and B portfolio? (Keep 4 decimal places)

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