Starbucks has a standard deviation of rate of return of 8% and Pearson has 22%. The correlation coefficient between the two is 0.25; The portfolio that is 60% invested in Starbucks and 40% in Pearson will carry a standard deviation of (pick the closest answer): O 0.1103 O 0.1002 O 0.1434 O 0.01 O 0.0122