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Stock A has a daily volatility of 1.2% and stock B has a daily volatility of 1.8%. The correlation between the two stock price returns

Stock A has a daily volatility of 1.2% and stock B has a daily volatility of 1.8%. The correlation between the two stock price returns is 0.2. 1) What is the standard deviation of the return from A over 4 days? 2) What is the standard deviation of the return from B over 4 days? 3) What is the standard deviation (to the nearest $'000) of the 4-day change in the value of a portfolio consisting of $1 million investment in stock A and a $1 million investment in stock B?

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