Consider the following securities:

	Expected Return	Standard Deviation of Return
Stock A	12%	20%
Stock B	15%	28%

What is the standard deviation of returns of Portfolio P which holds 45% of Stock A and 55% of Stock B, assuming a correlation between the two stocks of -0.2?

Group of answer choices

A.2.6%

B.19.3%

C.17.8%

D.16.2%