[单选题]

Use the following data to answer Questions 18 and 19.
  A portfolio was created by investing 25% of the funds in Asset A (standard deviation = 15%) and the balance of the funds in Asset B (standard deviation = 10%).If the correlation coefficient is -0.75, what is the portfolio's standard deviation?

A.2.8%.

B.4.2%.

C.5.3%.

参考答案与解析: