Suppose you had held a portfolio consisting of80%of Stock A and20%of Stock B.What would have been the standard deviation ofreturn on the portfolio during this period?

Year rA rB

2009 -45.00% 11.25%

2010 94.50% -33.75%

2011 45.00% 29.25%

2012 -18.00% 112.50%

2013 56.25% -27.00%

1. 42.30%
2. 58.75%
3. 39.23%
4. 37.92%
5. 24.51%