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Toyota Corp's stock is $ 3 5 per share. Its expected return is 2 5 % and variance is 1 1 % . Honda Corp's

Toyota Corp's stock is $35 per share. Its expected return is 25% and variance is 11%. Honda Corp's stock is $21 per share. Its expected return is 15% and variance is 4%. Benz Corp's stock is $48 per share. Its expected return is 12% and variance 5%. The covariance between Toyota and Honda is 0.03. What would be the standard deviation of a portfolio consisting of 50% Toyota and 50% Honda?

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