18. A portfolio is has two different investments, Stock A and Stock B. Stock a has an expected return cf 9% and a standard deviation of 12%. Stock B has an expected return on 12% and a standard deviation of 16%. The correlation coefficient between stock A and Stock B is .19 The portfolio consists of 2,000 shares of stock A, which are trading at $24.00 per share, and 1,800 shares of Stock B, which are trading at $30.00 per share. What is the standard deviation of this portfolio? a. 16.0% b. 11.0% c. 12.9% d. 14.3%