Problem: "You own a portfolio that has 80% invested in asset A, and 20% invested in asset B. Asset A s standard deviation is 10% and asset B s standard deviation is 25%. The correlation coefficient between the two assets is -0.8. The expected return on the portfolio is 15%. The standard deviation for this portfolio is closest to:"
- 0.25%
- 5.00%
- 4.36%
- 5.38%
- 0.29%