I need some help picking the correct response for this question please.?

Suppose each stock in the preceding portfolio has a correlation coefficient of 0.4 (p = 0.4) with each of the other stocks. The market's average standard deviation is around 20%, and the weighted average of the risk of the individual securities in the partially diverse portfolio of four stocks is 28%. It 40 additional, randomly selected stocks with a correlation coefficient of 0.3 were added to the portfolio, what effect would this have on the portfolio standard deviation? A) it would gradually settled at about 35% B) it would gradually settle at about 20% C) it would stay constant at 28% D) it would decrease gradually, settling at about 0%