13) Consider the following variance/covariance matrix of assets A, B and C (presented in that sequence):

0.1 -0.3 0

-0.3 0.15 0

0 0 0.25

What are the standard deviations of assets A and B?

A. 0.1% and 0.15% respectively

B. 10% and 15% respectively

C. 3.16% and 3.87% respectively

D. 31.6% and 39.3% respectively

E. Unable to be computed with the information provided