If a portfolio consists of Boeing stock and a T-bill weighted as 80% and 20%, respectively. If the standard deviation for Boeing Company is 15% and the covariance between Boeing and the T-bill is zero, what is the standard deviation of this portfolio? (HINT: this is simply the case of a two asset portfolio. Also, assume that the standard deviation for T-bill is 0 as T-bill rates are not volatile) A. 0% B. 9% C. 12% D. 15%