Questiun $2$

MSFT has an expected return of $0\mathrm{.}11$ and a standard deviation sigma of $0\mathrm{.}25$

WMT has an expected return $E(x)$ of $0\mathrm{.}11$ and a standard deviation sigma of $0\mathrm{.}32$

The correlation between MSFT and WMT is $0\mathrm{.}42$

Compute the standard deviation of the portfolio if you invest a fraction $0\mathrm{.}75$ into MSFT and the rest into WMT$.$