096 J 19 of 30 You have observed the following information about the two stocks you hold in your portion Xxs Yyk Expected Return 15% 9% Standard Deviation 8%. 5% Investment Value $30,000 $70,000 The correlation between Xxs and Yyk is -0.40 (negative 40). The standard deviation of your portfolio is closest to: O a. 4.24% b. 3.36% 5.13% 4.97% 3.83% Clear my choice O c. O d. O e