The document discusses equally investing in two mutual funds - an ABC stock index fund and XYZ long-term government bond index fund. It provides the monthly historical returns and standard deviations for each fund over the past 20 years. It then presents an equation to calculate the standard deviation of the portfolio given the weights, individual standard deviations, and correlation of the two funds. When the values from the table are plugged into the equation, the standard deviation of the portfolio is 11.83%.