$20$ percent. The conchation coeffcient between the two stocks is $0\mathrm{.}5.$ If you invest $60$ sercent of your funds in stock URC and $40$ percent in stock AI Using the formula below, what is the standard deviation of your pertteio?

Portfolio variance $=x_1^2{}_1^2+x_2^2{}_2^2+2(x_1{x}_2{}_{12}{}_1{}_2)$

$21\mathrm{.}0\%$

$14\mathrm{.}8\%$

$10\mathrm{.}3\%$

$12\mathrm{.}2\%$