Since the return of Capital Commodities is uncorrelated with the returns of the two stocks, the variance of the portfolio is 1166.8 = (0.5 × 0.5 × 60 × 60) + (0.3 × 0.3 × 30 × 30) + (0.2 × 0.2 × 18 × 18) + (2 × 0.5 × 0.3 × 576) The standard deviation is √34.2% | 
