An investor plans to invest 55 percent of her funds in the common stock of A&M Company and 45 percent in UT Company. The expected return on A&M is 16 percent and the expected return on UT is 12 percent. The standard deviation of returns for A&M is 25 percent and for UT is 15 percent. The correlation between the returns for A&M and UT is -0.8 (negative 0.8). Determine the standard deviation of returns for this investor's portfolio. Question 2 options: 9.28% 11.78% 0.86% 1.39%