An analysis of the monthly returns for the past year of a mutual fund portfolio consisting of two funds revealed the following statistics: o Fund A total return = 18% o Fund A Standard deviation = 23% o Fund A Percentage of portfolio = 35% o Fund B total return = 11% o Fund B Standard deviation = 16% o Fund B Percentage of portfolio = 65% The Correlation Coefficient (r) between the two funds equals 0.25. What is the standard deviation of the portfolio?

A.13.16%.

B.14.66%.

C.18.45%.

D.19.50%.