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Suppose the expected returns and standard deviations of Stocks A and B are Er(A)= 0.11, Er(B)= 0.13, SD(A)= 0.47, and SD(B)= 0.81. How does the

Suppose the expected returns and standard deviations of Stocks A and B are Er(A)= 0.11, Er(B)= 0.13, SD(A)= 0.47, and SD(B)= 0.81. How does the correlation between the returns on A and B affect the standard deviation of the portfolio?

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