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You are composing a two-stock portfolio consisting of 20 percent Stock A and 80 percent Stock B. Given the following information, find the standard deviation

You are composing a two-stock portfolio consisting of 20 percent Stock A and 80 percent Stock B. Given the following information, find the standard deviation of this portfolio.

Company Beta Expected Return Standard Deviation Covariance
A 1.5 28% 50% COVA,B = 0.06
B 2.2 12% 40%

Round to the nearset hundredth percent. Answer in the percent format. Do not include % sign in your answer (i.e. If your answer is 4.33%, type 4.33 without a % sign at the end.)

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