An investor has a $100,000 portfolio of which $75,000 has been invested in Stock A and the remainder in Stock B. Other characteristics of the portfolio are shown in the accompanying table.

Stock A	Stock B
E(RA ) = A = 8.0%	E(RB ) = B = 5.5%
A = 11.82%	B = 7.19%
Cov(RA,RB ) = AB = 17.10%

The standard deviation of the portfolio is _____.

88.23 (%)².

14.19 (%).

201.41 (%)².

9.39 (%)