21. Suppose you are forming a portfolio of two stocks, Walmart and Coca-Cola. You plan to invest 35\% of your money in Walmart, which has an expected return of 12.4% and standard deviation of 4.6%. If Coca-Cola has an espected return of 9.8%, and standard deviation of 5.9%, then what is the standard deviation fvolatility) of the portfolio if the returns of the two stocks have a correlation coefficient of 0.33 ? a. 21.99% b. 4.69% c. 8.97% d. 80.42% e. 52.18%