9
(Choose 1 answer)
A. 0.32122
(20689)Aquaman Stock has exhibited a standard deviation in stock returns of 0.7, whereas Green Lantern Stock has exhibited a standard deviation of 0.8. The correlation coefficient between the stock returns is 0.1.What is the standard deviation of a portfolio composed of 70 percent Aquaman and 30 percent Green Lantern?
B. 0.54562
C. 0.56676
D. 0.75000
