please answer much as possible, provide sufficient steps and I wil give you a like!!

A telecommunications stock has an expected return of 12% and a standard deviation of 25%. A financial services stock has an expected return of 20% and a standard deviation of 32%. An equally weighted portfolio of the two stocks will have a standard deviation O A. greater than the average of 25% and 32%. OB. less than the average of 25% and 32%. O C. equal to the average of 25% and 32%. D. None of the above. Clear my choice