Stock A has an expected return of 5%, and a standard deviation of returns of 10%. Stock B has an expected return of 15% and a standard deviation of returns of 20%. The correlation between the two stocks returns in 0.00. The standard deviation of an equally-weighted portfolio comprised of the two stocks will be:

15%

more than 15%

None of the answers listed here, or there is not enough information.

less than 15%