Using the following information calculate the risk of a portfolio: The correlation is .5.

Amazon has the following information: it represents 70% of the portfolio, it has an expected return of 13% and risk of 15%.

A bond has the following information: It represents 30% of the portfolio, it has an expected return of 8% and risk of 10%.

Group of answer choices

12%

13.1%

12.78%

11.8%