The beta of an active portfolio is 1.20. The standard deviation of the returns on the market index is 20%. The nonsystematic variance of the active portfolio is 1%. The standard deviation of the returns on the active portfolio is __________.

The beta of an active portfolio is 1.20. The standard deviation of the

1.	The beta of an active portfolio is 1.20. The standard deviation of the returns on the market index is 20%. The nonsystematic variance of the active portfolio is 1%. The standard deviation of the returns on the active portfolio is __________.
A.	3.84%
B.	5.84%
C.	19.60%
D.	26.0%
Answer» E.