Save 10 points ExxonMobil (XOM) has expected rate of return of 21 and standard deviation of 0.25. Southwest Airlines (LUV) has expected rate of return of 0.07 and standard deviation of 0.18. The correlation coefficient between returns on LUV and XOM is-001. The risk-free rate of return is 0.035. Find the standard deviation of the portfolio that allocates 25% to LUV, and 75% to XOM Om 1.21.5% O 10:24 Od 175