A portfolio is invested 40% in Asset A with the remainder invested in Asset B. Asset A has an expected return of 8% and variance of returns of 0.0036, while Asset B has an expected return of 6% and variance of returns of 0.0016. The covariance between the returns of the two assets is 0.0025. The standard deviation of returns for the portfolio is closest to: A. 0.0024 B. 0.0028 C. 0.0485 D. 0.0525