Suppose a portfolio contains two stocks. If the portfolio is investedin Stock A andin Stock B$,$ Stock A has a standard deviation of returns of $8$ percent. Stock B has a standard deviation of returns of $12$ percent, and the stock returns' correlation coefficient is $0\mathrm{.}30,$ the portfolio standard deviation is a$.1\mathrm{.}5\%$ b$.9\mathrm{.}60\%$ C$.12\mathrm{.}11\%$ D$.62\mathrm{.}44\%$ show all steps