A
AcadiFi
Portfolio ManagementHard

An investor holds a two-asset portfolio: Asset X has an expected return of 10% with a standard deviation of 18%, and Asset Y has an expected return of 6% with a standard deviation of 12%. The portfolio is 60% in X and 40% in Y, and the correlation between X and Y is 0.25. What is the portfolio's standard deviation, closest to:

CFA Level I — Portfolio Management Practice Question | AcadiFi | AcadiFi