Suppose Tex stock has a volatility of $26\%,$ and Mex stock has a volatility of $17\%.$ The correlation between the two stocks is $0\mathrm{.}09$

Compute the standard deviation for a portfolio with $25\%$ invested in Tex, and $75\%$ invested in Mex.

$0\mathrm{.}215$

$0\mathrm{.}013$

$0\mathrm{.}009$

$0\mathrm{.}148$