A portfolio is composed of two securities, Stock X and Stock Z. Stock X has a standard deviation of returns of 35%, while Stock Z has a standard deviation of returns of 15%. The correlation coefficient between the returns on X and Z is .55. If Stock X comprises 40% of the portfolio, while Stock Z comprises 60% of the portfolio, what is the standard deviation of this two-risky-asset portfolio?

		19.76%
		20.39%
		17.67%
		18.45%