QUESTION 5 The expected return of stock A is 9% and its standard deviation is 1296. The expected return of stock B is 14% and its standard deviation is 22%. Assuming the correlation between the returns of A and B is.2, what will be your standard deviation if you hold 30% of A and 7096 of B? O 0.027 Approximately O 0.036 Approximately O 0.165 Approximately O 0.190 Approximately None of the above