Could you please show me how this is done and select the correct answer? Thanks, I would really appreciate it.

You have $100,000 to invest. You plan to borrow and additional $50,000 from the bank to invest in a stock with returns volatility of 34%. What is the returns standard deviation of this position? Select one: O a. 40.72% O b. 48.89% O c. 51.00% O d. 69.03%