Stock G has a standard deviation of 49 percent, and Stock H has a standard deviation of 56 percent. The covariance between the two assets is 0.046. What is the variance of a portfolio with 40 percent of its assets invested in Stock G?
A) 0.1686
B) 0.1247
C) 0.1096
D) 0.1734
E) 0.1535

Question

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The Answer of Stock G has a standard deviation of 49 percent, and Stock H has a standard deviation of 56 percent. The covariance between the two assets is 0.046. What is the variance of a portfolio with 40 percent of its assets invested in Stock G?
A) 0.1686
B) 0.1247
C) 0.1096
D) 0.1734
E) 0.1535

Stock G Has a Standard Deviation of 49 Percent, and Stock