Stock A has an expected return of 12% and a standard deviation of 40%. Stock B has an expected return of 18% and a standard deviation of 60%. The correlation coefficient between Stocks A and B is 0.2. What is the standard deviation of a portfolio invested 30% in Stock A and the rest in Stock B?

Group of answer choices

16.20%

19.08%

21.10%

43.68%

45.90%