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A portfolio invests in 79% in SPY (an S&P 500 ETF) and the rest in...

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Finance

A portfolio invests in 79% in SPY (an S&P 500 ETF) and the rest in EFA (a non-U.S. developed market ETF). The expected return and variance of SPY are 0.17 and 0.0676, respectively. The expected return and variance of EFA are 0.1 and 0.04, respectively. The covariance between the two assets is 0.0012. What is the standard deviation of the portfolio?

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