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Given the following information: Expected return of Stock A .12 (12%) Standard Deviation of A's Return...

Given the following information:

Expected return of Stock A .12 (12%)
Standard Deviation of A's Return 1
Expected return on stock B .2 (20%)
Standard Deviation of B's return 6
Correlation Coefficient of the returns on stock A & stock B -.6 (this is not the covariance, it is the CC)

If as an investor I chose to invest 75% of my funds into stock A, and 25% into stock B, what is the measure of my coefficient of variation (CV) for my two fund portfolio?

a. 0.0864

b. 0.2320

c. 0.3627

d. 0.4864

e. 0.6022

**Please only answer if your certain your are correct!** thanks!

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