Question 6 1 pts There are two risky assets, debt and equity. The expected return is 8% on the debt and 13% on the equity. The standard deviation is 12% for the debt and 20% for the equity. The correlation coefficient between the debt return and the equity return is 30%. If an investor invest 40% of her money in the debt and 60% in the equity, what is the standard deviation of her portfolio return? 14.2% 12% 10.2% O 16%