Suppose you plan to create a portfolio with three securities: Dizzy (D), Lazy (L), and Crazy (C).The expected returns for Dizzy, Lazy and Crazy are 6.0%, 8.0%, and 10.0%, respectively.The standard deviation is 9.0% for Dizzy, 15.0% for Lazy, and 12.0% for Crazy.The correlation coefficients among the returns for the three securities are: CORRDL= 0.6, CORRDC = -0.3, and CORRLC = 0.4.What is the portfolio standard deviation if 30.0% of the portfolio is in Dizzy and 10.0% is in Lazy?
A)0.34%
B)0.87%
C)5.82%
D)9.33%

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The Answer of Suppose you plan to create a portfolio with three securities: Dizzy (D), Lazy (L), and Crazy (C).The expected returns for Dizzy, Lazy and Crazy are 6.0%, 8.0%, and 10.0%, respectively.The standard deviation is 9.0% for Dizzy, 15.0% for Lazy, and 12.0% for Crazy.The correlation coefficients among the returns for the three securities are: CORRDL= 0.6, CORRDC = -0.3, and CORRLC = 0.4.What is the portfolio standard deviation if 30.0% of the portfolio is in Dizzy and 10.0% is in Lazy?
A)0.34%
B)0.87%
C)5.82%
D)9.33%

Suppose You Plan to Create a Portfolio with Three Securities