Consider an investment universe consisting of three assets with the following characteristics. E(11)=0.15, 01= 0.40, E(12)= 0.13, 02=0.30, E(13)= 0.09, 03=0.20, correlation 1,2 = 0.60, correlation 1,3 = 0.80, correlation 2,3 = 0.30. What is the standard deviation from a portfolio weighted 50% towards asset 1 and 25% towards assets 2 and 3 respectively Select one: O a. 0.10 O b. 0.29 3 O c.0.35 Od 0.20