Question $7$

$4$ pts

The standard deviation of Stock A and Stock B are $15\%$ and $20\%$ respectively, and the correlation coefficient between the returns of the two stocks is zero.

Find the standard deviation of a portfolio with $40\%$ invested in Stock A and the remaining in Stock B$.$

$13\mathrm{.}42\%$

$18\%$

$12\mathrm{.}03\%$

$17\mathrm{.}5\%$