You will split $20,000 between two stocks: Sea Limited and Zoom Video Communications. Sea has an expected return of 12% and a standard deviation () of 17%. Zoom has an expected return of 9% and of 28%.

What will be the standard deviation of your portfolio if you put $15,000 into Sea and $5,000 into Zoom, and the correlation between Sea and Zoom is -0.2 (negative)? Pick the closest answer.

Group of answer choices

12%

15%

18%

21%

24%

27%