Standard deviation of the portfolio with stock A is \%. (Round to two decimal places.)

You have a portfolio with a standard deviation of 30% and an expected retum of 16%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 30% of your money in the new stock and 70% of your money in your existing portfolio, which one should you add? Expected Standard Return Deviation Stock A Stock B 16% 16% 26% 17% Correlation with Your Portfolio's Returns 0.2 0.7 Standard deviation of the portfolio with stock A is 00/0. (Round to two decimal places.)