1.From the following information, compute the standard deviation of a portfolio that consists of 20% of Security X (expected return of 0.15 and standard deviation of 0.05) and 80% of Security Y (expected return of 0.20 and standard deviation of 0.10), assuming the correlation coefficient between X and Y is 0.1.

a.0.0066

b.0.0816

c.0.0088

d.0.0647