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Short question, but very important i get it right. Thank you. A portfolio has 15% of its value in IBM shares and the rest in

image text in transcribedShort question, but very important i get it right. Thank you.

A portfolio has 15% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 35% and 30%, respectively, and the correlation between IBM and MSFT is 0.1. What is the standard deviation of the portfolio? O A. 29.2% B. 22.56% O C. 26.54% OD. 30.53%

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