Suppose that only the following set of securities are available in the market: If the portfolio with the minimum variance weights are given by wA=0.8621 and wB=0.1379, what would its standard deviation be? \begin{tabular}{|l|} \hline 8.42% \\ \hline 9.67% \\ \hline 10.00% \\ \hline 9.29% \\ \hline \end{tabular}