Calculate the risk on expected return of the following portfolio assuming the portfolio consists of the following securities and market values

CFA Level I Quant
#1

Calculate the risk on expected return of the following portfolio assuming the portfolio consists of the following securities and market values.

              Market Values.   Standard Deviation

Security A RM600,000 0.4
Security B RM400,000 0.8

The correlation coefficient of the two securities is equal to 0.6.
A) 0.4822 B) 0.5022 C) 0.2522 D) 0.2322

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#2

You know that big, long, ugly portfolio variance formula? This is just a plug 'n chug exercise.

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