Stock A has an expected annual return of 13% and a volatility of 41%. Stock B has an expected annual return of 19% and a volatility of 30%. The correlation of the returns of the two stocks is equal to 0.49. A portfolio is created using shares of Stock A and Stock B, but no other stocks. The expected return of the portfolio is 16.96%. Calculate the volatility of this portfolio. 0.2664 0.3454 0.3191 0.2927 0.2400