Consider a portfolio P comprised of two risky assets (a and b) shoes returns have a correlation of .61. risky asset A has an expected return of 10% and standard deviation of 15%. Risky asset B has an expected return of 7% and standard deviation of 11%. what is the standard deviation of portfolio P if the 75% of the assets are invested in risky asset A. The risk free rate is 2.5%

0.172

0.131

0.515

0.925