Assume that a portfolio is 70% invested in U.S. stocks and 30% in Malaysia (a = 0.75). Annualized expected returns are 7% and 9% for the USA and Malaysia, respectively. Using the following information: USA = 15.1%; MALAYSIA = 16.2%; rUSA,MALAYSIA = 0.51, the standard deviation of this portfolio is

1) 13.83%

2) not given

3) 30

4) 25%