Mr. Jones has a 2-stock portfolio with a total value of $570,000. $225,000 is invested in Stock A and the remainder is invested in Stock B. If standard deviation of Stock A is 20.75%, Stock B is 8.05%, and correlation between Stock A and Stock B is 0.30, what would be the expected risk on Mr. Jones' portfolio (standard deviation of the portfolio return)?

12.43%

11.57%

10.61%

12.96%

10.71%

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