Stock A has expected return of 13% and standard deviation of 25%. Stock B has expected return of 8% and standard deviation of 20%. The correlation coefficient between the two stocks is 0.37.

Find expected return on the portfolio that allocates 60% to A and 40% to B

Answer: 11%

Find standard deviation of the same portfolio.

Answer: 19.44%

Compare the standard deviation of the portfolio to the weighted average of the standard deviations of A and B and explain why it is different.

how do I find the weighted average of the standard deviations of A and B?