Consider a portfolio with 40% invested in asset Xand 60% invested in asset
Y. The mean and variance of return on X are 0 and 25 respectively. The
mean and variance of return on Y are 1 and 121 respectively. The correlation
coefficient between X and Y is 0.3. What is the nearest value for portfolio
volatility?
a. 9.51
b. 8.60
c. 13.38
d. 7.45

小弟初看handbook，碰到了这个题。请各位指点下。