Stock 1	Stock 2
Period 1	8%	30%
Period 2	26%	19%
Period 3	20%	-47%
Period 4	6%	27%
Period 5	-8%	-38%
Period 6	9%	45%
Period 7	-25%	-45%
Period 8	5%	46%
Period 9	-25%	-30%

If we create a portfolio that is weighted 65% in Stock 1 and 35% in Stock 2 and the correlation between the two stocks is .48, the average return and standard deviation of this portfolio will be closest to:

A. -3%, 29%

B. -1%, 22%

C. 1%, 22%

D. 1%, 29%