STANDARD DEVIATION OF THE PORTFOLIO WITH STOCK B is __?

You have a portfolio with a standard deviation of 29% and an expected return of 20%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 20% of your money in the new stock and 80% of your money in your existing portfolio, which one should you add? Expected Return 13% 13% Standard Deviation 26% 16% Correlation with Your Portfolio's Returns 0.2 0.7 Stock A Stock B Standard deviation of the portfolio with stock A is %. (Round to two decimal places.)