20) please help :)

4 You have observed the following information about the two stocks you hold in your portfolio: Xxs Yyk Expected Return 15% 9% Standard Deviation 8% 5% Investment Value $30,000 $70,000 The correlation between Xxs and Yyk is -0.40 (negative 40). The standard deviation of your portfolio is closest to: D Unsure The correlation between Xxs and Yyk is -0.40 (negative 40). The standard deviation of your portfolio is closest to: a. 5.13% b. 4.24% C. 3.83% d. 3.36% 4.97%