Stock Z has an expected return of 8.3% per year and a standard deviation of expected return of 14.6% per year. Stock V has an expected return of 9.4% per year and a standard deviation of expected return of 19.0% per year. The covariance of the expected returns of the two stocks is -84.8% %. The risk-free interest rate is 4.1% per year. What is the standard deviation of the expected return for a portfolio that consists of $40,000 of stock Z, $40,000 of stock V, and $20,000 of the risk-free asset? (Hard question, but the same as the PPT example)

Stock has an expected return of 8.3% per year and a standard deviation of expected return of 14.6% per year. Stock V has an expected return of 9.4% per year and a standard deviation of expected return of 19.0% per year. The covariance of the expected returns of the two stocks is 84.8%%. The risk-free interest rate is 4.1% per year. What is the standard deviation of the expected return for a portfolio that consists of $40,000 of stock Z, $40,000 of stock V, and $20,000 of the risk-free asset? (Hard question, but the same as the PPT example)