During the past five years, you owned Stock ABC and Stock ZYX that had the following annual rates of return: Year 1 2 3 4 5 6 ABC 0.15 -0.23 0.14 0.23 -0.11 -0.35 ZYX 0.01 0.15 -0.05 0.31 0.08 -0.12 What is the standard deviation of the annual rate of return for ABC and ZYX? (a) Stock ABC = 0.24; Stock ZYX = 0.15. (b) Stock ABC = 0.31; Stock ZYX = 0.23. (c) Stock ABC = 0.16; Stock ZYX = 0.12. (d) Stock ABC = 0.28; Stock ZYX = 0.19