What is the standard deviation of this portfolio?

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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You are given the following information concerning two stocks:

Expected return 10%

14%

Standard deviation of the expected return

3.0 5.0
Correlation coefficient of the returns -0.1 -0.1

What is the standard deviation of this portfolio?

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