Exhibit 21-2 Moore Corporation Would Like to Simultaneously Invest in Malaysian Ringgit

Exhibit 21-2
Moore Corporation would like to simultaneously invest in Malaysian ringgit (MYR) and Romanian leu (ROL) for a three-month period. Moore would like to determine the expected yield and the variance of a portfolio consisting of 40% ringgit and 60% leu. Moore has identified the following information:

-Refer to Exhibit 21-2. What is the standard deviation of the portfolio contemplated by Moore Corporation?

A) .624%.
B) 7.950%.
C) 1.040%.
D) 10.200%.
E) none of the above