just need answer

3 of 15 2 Your current portfolio has a value of $30,000, with an expected return of 15%, and a standard deviation of 20%. You decide you want to purchase $6,000 worth of stock XYZ, which has an expected return of 13%, a standard deviation of 30%, and is perfectly negatively correlated to your current portfolio. What will be your new portfolio's standard deviation after the addition of XYZ? (Please retabi at least decimal places in your calculations.) Oa 11.7% O b. 5.3%. Oc. 20.7% Od 13.2% Om 14.6% Previous page 11 12 13 14 15 Next page Finish attempt