Question 15 10 pts A portfolio combines two assets:X and Y. The proportion of Asset X in the portfolio is 45%, and the proportion of Asset Y is 55%. The standard deviation of return of Asset X is 14% and 9% for Asset Y. Returns of Asset X and Asset Y are positively correlated as far as the correlation coefficient equals 0.64. What is standard deviation of this portfolio? O 104.11% 10.75% O 10.20% 115.61% 9.17%