An investor plans to invest in a portfolio of two stocks shown below. The correlation coefficient between the returns of these two stocks is 0.45.

Stock	Weight	Expected Return	Standard Deviation
A	60%	15%	25%
B	40%	25%	35%

The portfolio's standard deviation is closest to:

A) 3.61%

B) 6.10%

C) 19.00%

D) 19.24%

E) 24.70%