You need to find the beta of your portfolio that is composed on three stocks and of market portfolio, the standard deviation of market is 40%, the stock A has 2 times higher standard deviation of the market and correlation of 60% with the market portfolio, the stock B has the covariance 0.072 with the market, the stock C has 0 standard deviation, and fourth is the market portfolio. You have invested 10,000 in stock A, 20,000 in stock B, 4,000 in stock C and 40,000 in the market. The portfolio that you have constructed is very well diversified and the relationship between portfolio standard deviation and market standard deviation exists. How much the market portfolio added to the total standard deviation of the portfolio? 1 POINT 21.62 B 22.62 24.62 D 33 You need to find the beta of your portfolio that is composed on three stocks and of market portfolio, the standard deviation of market is 40%, the stock A has 2 times higher standard deviation of the market and correlation of 60% with the market portfolio, the stock B has the covariance 0.072 with the market, the stock C has 0 standard deviation, and fourth is the market portfolio. You have invested 10,000 in stock A, 20,000 in stock B, 4,000 in stock C and 40,000 in the market. The portfolio that you have constructed is very well diversified and the relationship between portfolio standard deviation and market standard deviation exists. How much the market portfolio added to the total standard deviation of the portfolio? 1 POINT 21.62 B 22.62 24.62 D 33