Please Explain

14. Based on Historical Data, Target has a 6% Expected Annual Return and 26% Standard Deviation while Berkshire Hathaway has a 5% Expected Return and a 17% Standard Deviation. Assume the Correlation Between the Returns of these companies is 28%. what is the Expected Return and Risk(Standard Deviation) of your Portfolio if you Split your Money Evenly Between Target and Berkshire? A. E[rp]-6% and S.D(rp)-17% BE[p)-5% and S.D(rp)-20% C. E[rp]-5% and S.D(r)-18.32% D. E[rp]= 5.5% and S.D(rp)= 23.69% E. E[p)=5.5% and S.D(rp)= 17.41%