Stock X and Stock Y are perfectly positively correlated. Stock X has an expected return of 11 % and a standard deviation of 16%. Stock Y has an expected return of 19% and a standard deviation of 20%, which of the following could be the standard deviation of a portfolio that has a positive percentage of each of these two stocks? (Assume that no stocks other than X and Y can be invested in this portfolio.) Select one a. 16% b. 21% O . 19% d. 15% e. More than one answer listed is correct