Exhibit 72
Use the Information Below for the Following Problem(S)

Multiple Choice

Exhibit 7.2
Use the Information Below for the Following Problem(S)
$$\begin{array} { c c } A _ { 1 } + ( A ) & \text { AEEE } ( \mathbf { E } ) \\\hline E \left( R _ { A } \right) = 25 \% & E \left( R _ { B } \right) = 15 \% \\\left( \sigma _ { A } \right) = 19 \% & \left( \sigma _ { B } \right) = 11 \% \\W _ { A } =0 .75 & W _ { B } =0 .25 \\C O V _ { A , B } = - 0.0009\end{array}$$
-Refer to Exhibit 7.2.What is the standard deviation of this portfolio?

A) 5.45%
B) 18.64%
C) 20.0%
D) 22.5%
E) 13.65%