Suppose the covariance matrix between Portfolios A, B and C is as follows. A B 0.0843 0.04890 0.0419 B 0.0489 0.0712 0.0318 Ic 0.0419 0.0318 0.1339 What is the standard deviation of Portfolios A, B, and C? O 22.1%, 26.7%, 17.8% 20.5%, 22.1%, 17.8% 29.0%, 17.8%, 36.6% 29.0%, 26.7%, 36.6% O Insufficient information