What would be the Standard Deviation of the Final portfolio (that is invested between Optimal Risky portfolio and Risk Free Security) if you invest 80% into Optimal Risky portfolio and 20% into Risk Free security? (Refer to the table above.)

13.187%

10.55%

3.63%

3.2%

2-Stock Portfolio W (MSFT) Sharpe Ratio 0.0641 0.0909 0.1212 0.1520 0.1786 0.1967 0.2053 0.2063 0.2029 0.1974 0.1913 W (MS) 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 E (Rp) 0.79% 0.86% 0.94% 1.02% 1.10% 1.18% 1.26% 1.34% 1.42% 1.50% 1.57% Var (p) 0.0020 0.0016 0.0013 0.0012 0.0011 0.0012 0.0014 0.0016 0.0020 0.0025 0.0032 St. Dev. (p) 4.45% 4.01% 3.66% 3.44% 3.36% 3.46% 3.70% 4.06% 4.52% 5.04% 5.62% Min. Variance Portfolio Max. Sharpe Ratio Port. Risk Free 1.10% 1.34% 0.50% 0.0011 0.0016 3.36% 4.06% 0% 0.2063