Given the following information on a portfolio of Stock X and Stock Y, what is the portfolio standard deviation? Probability of boom state = 20% Probability of normal state = 80% Expected return on X = 13% Expected return on Y = 11% Variance on X = 0.0036 . Variance on Y = 0.0144 . Portfolio weight on X = 50% Portfolio weight on Y = 50% Correlation between X and Y = -1 Select one: a. 1% b. 2% c. 3% d. 6% e. 9%