43.You are forming a portfolio of two stocks. Both stocks have a standard deviation of returns of 20% and expected returns of 16%. The coefficient of correlation between returns on the two stocks is .2. If you put 25% of your money in one stock and 75% in the other, what is the portfolio standard deviation of returns?

Select one:a. 16.7%b. 16%c. 2.8%d. 28%