A college student owns two securities: Apple and Coca- Cola. Apple has an expected return of 15 percent with a standard deviation of those returns being 11 percent. Coca-Cola has an expected return of 12 percent, and a standard deviation of 7 percent. The correlation of returns between Apple and Coca-Cola is 0.81. If the portfolio consist of $6,000 in Coca-Cola and $4,000 in Apple, what is the expected standard deviation of portfolio returns? A. 9.71 B. 8.18% C. 8.60% D. 13.20%