Dr.Z's investment portfolio is 57.5% invested in Stock X and the rest is invested in Stock Y. Stock X has an expected return of 9% and standard deviation of 11%. Stock Y has an expected return of 12% and standar deviation of 26%. The covariance between the two stocks' returns is -0.55%. What is the standard deviation of Dr.Z's portfolio

Question options:

a)	1.35%
b)	11.63%
c)	18.50%
d)	10.28%
e)	37.00%