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You are constructing a portfolio from two assets. The first asset has an expected return of 5.3% and a standard deviation of 8.5%. The second

You are constructing a portfolio from two assets. The first asset has an expected return of 5.3% and a standard deviation of 8.5%. The second asset has an expected return of 10.8% and a standard deviation of 12.2%. You plan to invest 28% of your money in the first asset, and the rest in asset 2. If the assets have a correlation coefficient of -0.86, what will the standard deviation of your portfolio be?

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