Stock A has an expected annual return of 11% and a volatility of 43%. Stock B has an expected annual return of 17% and a volatility a of 37%. The correlation of the returns of the two stocks is equal to 0.59. A portfolio is created using shares of Stock A and Stock B, but no other stocks. The expected return of the portfolio is 14.96%. Calculate the volatility of this portfolio. 0.3193 0.2877 0.3825 0.4141 O 0.3509