Stock Xillow has an expected return of 16% and a standard deviation of 4%. Stock Yash has an expected return of 12% and a standard deviation of 3%. Assume you have constructed a portfolio consisting of 75% weight in Stock Xillow and 25% in Stock Yash. Furthermore assume that the stocks have a correlation coefficient of -0.3. What is the standard deviation of the portfolio? A. Less than 2% B. Greater than or equal to 2% and less than 2.5% C. Greater than or equal to 2.5% and less than 3% D. Greater than or equal to 3% and less than 3.5% E. Greater than or equal to 3.5%