Stock A has an expected annual return of 18% and a volatility of 23%. Stock B has an expected annual return of 10% and a volatility of 41%. The correlation of the returns of the two stocks is equal to 0.58. A portfolio is created using shares of Stock A and Stock B, but no other stocks. The expected return of the portfolio is 12.64%. Calculate the volatility of this portfolio 0.2662 0.3247 0.2954 0.2370 0.2078