An investor considers two portfolios: 1) Portfolio A with a return of 10% and a standard deviation of 20% and 2) Portfolio B with a return of 6% and a standard deviation of 8%. Assuming the correlation between A and B is +0.2 and he invests 40% in A and 60% in B, what is the most likely range of the portfolio standard deviation? Selterione A. Betwen 6% and 118 8. Betweten 11s and 14k C. Eletween 14s and 1m. D. Between 17s and 20s