An analyst is asked to construct a portfolio of stock by investing W_A=0.75 into stock A and W_B=0.25 into stock B. These stocks have the following statistics:

• Stock A: Expected Return=6%, Variance=4%, and Standard Deviation=20%.
• Stock B: Expected Return=14%, Variance=16%, and Standard Deviation=40%.

The covariance or returns between Stock A and Stock B is COV(R_A,R_B) = -0.028.

What is the standard deviation of the combined portfolio?

Group of answer choices

25%

30%

14.8%

18%