Stock A has an expected reurn of 14% and a standard deviation of 6%. Stock B has an expected return of of 44% and a standard deviation of 24%. The correlation of returns between the 2 stocks is -1. The standard deviaton of a portfolio split evenly between A and b is closest to

A.

8%

B.

11%

C.

9%

D.

6%

E.

0