Calculate the standard deviation of the returns on a portfolio that is invested in

Stocks A$,$ B$,$ and C$?20\%$ of the portfolio is invested in Stock A and $35\%$ is invested in

Stock $C.$

Select one:

a$.6\mathrm{.}31\%$

b$.6\mathrm{.}49\%$

c$.7\mathrm{.}38\%$

d$.5\mathrm{.}65\%$

e$.7\mathrm{.}72\%$