单选题

Selected information about shares of two companies is provided below:

Stock	Standard Deviation	Correlation of Returns¹	Portfolio Weights
Cable Incorporated	30%	0.65	68%
GPTA Company	20%		32%

¹Correlation of returns between Cable Incorporated and GPTA Company.
The standard deviation of returns of the portfolio formed with these two stocks is closest to:

A、 25.04%
B、 26.80%
C、 32.85%

【正确答案】 A

【答案解析】

A is correct. Portfolio standard deviation =