Stock A has a risk premium of 17%, a correlation of 0.48 with the market, and a beta of 1.25. Stock B has a risk premium of 9.6% and a correlation of 0.2 with the market. The returns of Stock A and Stock B are uncorrelated. The volatility of the market portfolio is 12%. A portfolio is created by investing equally in Stock A and Stock B. Find the volatility of this portfolio. 25.13% 26.32% 23.95% 27.50% 22.76%