Sylvia has a two assets in her portfolio, asset A and asset B. Asset A has a standard deviation of 40% and asset B has a standard deviation of 20%. 50% of her portfolio is invested in asset A and 50% is invested in Asset B. The correlation for the Asset A and asset B is .90. What is the standard deviation of her portfolio?

A. Greater Than 30%

B. Less Than 30%

C. Equal to 30%

D. Not enough information to determine