Mr. Jones has a 2-stock portfolio with a total value of $510,000. $185,000 is invested in Stock A and the remainder is invested in Stock B. If standard deviation of Stock A is 17.70%, Stock B is 10.45%, and correlation between Stock A and Stock B is 0.60, what would be the expected risk on Mr. Jones portfolio (standard deviation of the portfolio return)?

5.85%

7.08%

6.32%

4.39%

6.03%