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You have observed the Following information about the two stocks you hold in your portfolio: Xxs Yyk Expected Return 15% 9% Standard Deviation 8% 5%

You have observed the Following information about the two stocks you hold in your portfolio:

Xxs Yyk

Expected Return 15% 9%

Standard Deviation 8% 5%

Investment Value $30000 $70000

The correlation between Xxs and Yyk is -0.40. The standard deviation of your portfolios is closest to:

3.36%

3.83%

4.97%

4.24%

5.13%

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