Suppose you invest 60% of your portfolio in Campbell Soup and 40% in Boeing. The expected dollar return on your Campbell Soup stock is 3.1% and on Boeing is 9.5%. The standard deviations of their annualized daily returns are 15.8% and 23.7%, respectively. Assume a correlation coefficient of zero, calculate the portfolio standard deviation.

Group of answer choices

0.0180

0.1341

0.0342

None of the above