So, if I have decided to invest my money in just two stocks and one has a standard deviation of 20% and I am investing 25% of my money in it.The other has a standard deviation of 10% and I am investing the rest of my money in it.If the correlation coefficient of these two stocks is +0.5, what would be my portfolio standard deviation?

Will it be a) 9.79%

or b) 11.53%

or a whopping c) 18%

or None of the above?