Quantitative Methods Q175
0. The table below shows information on two portfolios:
| Fund A | Fund B | ||
| Portfolio weights (%) | 45 | 55 | |
| Expected returns (%) | 14 | 18 | |
| Standard deviations (%) | 25 | 32 | |
| Correlation between the returns of Fund A and Fund B | 0.85 | ||
The portfolio standard deviation of returns is closet to:
