Suppose you have a two asset portfolio, of which Blue Acres stock is 90% of and a risk-free bond is the other asset in your portfolio. Blue Acre has an expected return of 10% and a standard deviation of 22%. The risk-free bond has an expected return of 2%. What is the standard deviation of your portfolio?

Group of answer choices

22.0%

18.9%

19.8%

17.5%