(10 points) You own a portfolio of stocks which has expected return ip = 10% with a standard deviation of op = 18%. You decide to sell all stocks in your portfolio that belong to company i (asset i). The expected return of these stocks is Ti = 12% with standard deviation 0; = 26%. Your rest portfolio has now an expected return ir = 8%. What is the standard deviation or of the return of the rest portfolio given that the covariance of asset i with the original portfolio (before the sale of asset i) is given by 0 ip = 2%