A and B are negatively correlated stocks with -0.8 correlation coefficient. Expected returns of both stocks are as follows:

	Weight	Expected return (ri) %	Standard Deviation
A	80%	30%	8%
B	20%	26%	5%

What is the portfolios standard deviation

Select one:

a. 5.6%

b. 7.6%

c. 4.2%

d. 6.5%