Exhibit 79
Use the Information Below for the Following Problem(S)

Multiple Choice

Exhibit 7.9
Use the Information Below for the Following Problem(S)
$$\begin{array} { c c } Asset( A ) & \text { Asset } (B) \\\mathrm { E } \left( R _ { A } \right) = 19 \% & \mathrm { E } \left( \mathrm { R } _ { B } \right) = 13 \% \\\left( \sigma _ { A } \right) = 7\% & \left( \sigma _ { B } \right) = 6 \% \\W _ { A } =0 .3 & W _ { B } = 0 .7 \\C O V _ { A , B } =0 .0011\end{array}$$
-Refer to Exhibit 7.9.What is the standard deviation of this portfolio?

A) 5.16%
B) 5.89%
C) 6.11%
D) 6.57%
E) 7.02%