What is the standard deviation of a two-asset portfolio

Reference no: EM13273065

What is the standard deviation of a two-asset portfolio if one of the assets has a standard deviation of 0.30, the other asset has a standard deviation of 0.15, and the correlation coefficient between the two assets is 0.15 if ten percent of the portfolio consists of the first asset?

A) 14.3%.
B)22.5%.
C)30%.
D)45%.

Reference no: EM13273065

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