are considering two stocks with the following characteristics: pected return of stock 1(1)=0.14 pected return of stock 2(2)=0.06 andard deviation of stock 1 's returns (1)=0.06, andard deviation of stock 2 's returns (2)=0.02, and variance between the rates of returns of stock 1 and stock 2(21 or 21)=0.08. ou invest 0.35 percent of your total investment on stock 1 and 0.65 percent on stock 2 , whi uld be the standard deviation of the portfolio consisting of these two stocks? 19.23% 16.3455% 18.2685% 21.153% 17.307%