LokiDog2

I think in most of these questions we dont need to calculate anything. There is a similar question (which is much bigger).

The answer without doing the calculation should be A. My trick is to multiply the weights with the corresponding standard deviations.

(0.4*14)+(0.6*18)=16.4% (this is the standard deviation if the assets were perfectly positively correlated r=+1)

since in this case the correlated=+0.6<+1, there would be diversification benefits and portfolio risk would be less than 16.4%.