Stock $x$ has an expected return of $10\%,$ a standard deviation of $20\%,$ is selling at $$40$ per share and has

one million shares outstanding. Stock $Y$ has an expected return of $20\%,$ a standard deviation of $30\%,$ is

selling at $$30$ per share and has two million shares outstanding. The correlation between these two

stocks is $0\mathrm{.}4.$ What is the standard deviation of a market value weighted portfolio of these two stocks?

$21\mathrm{.}68\%$

$22\mathrm{.}43\%$

None of the other answers is correct

$25\mathrm{.}86\%$