Stock A has an expected return of 2% and a standard deviation of 8%, while stock B has an expected return of 1% and a standard deviation of 5%. The correlation between Stock A and

Stock B is 0.10. You decided to invest $5,000 in Stock A and $20,000 in Stock B. What is the portfolio's standard deviation?

5.15%

5.60%

6.39%

4.31%

4.45%