Stock X Stock Y Stock Z a -1% 3% B 0.6 1.8 0.8 Oci 8% 6% A portfolio consists of 50% of the investors funds in Y, and the remaining amount consists of 254 in each of the other assets X and Z. The expected market return is 12% (Rm = 12%) and the standard deviation of market returns is 5% Com 5%), 4% What is the standard deviation of the portfolio? Less than 4% Between 4% and 5% Between 5 and 6% Betwee 6% and 79 Greater than 7%