How do you calcualte the standard deviation of the market portfolio including stocks above?

Multiple Choice. Circle the correct response. For 3-4. The table below shows risk measures for three companies running IT platform(such as Google and Facebook), retail(such as Lawson and Walmart), and food production (such as Kellogg and Coca cola). You know that stock prices of three companies do not move exactly together, and these three stocks are components of a market portfolio(such as S&P500 and TOPIX). Standard Beta Deviation IT 25% 1.5 Platform Retail 20% 0.7 Food 15% 0.4 Standard deviation of market portfolio including stocks above is O Less than 20% 20% O Greater than 20%