the answer is C I need the calculations

C. Stock X has a standard deviation of return of 10%. Stock Y has a standard deviation of return of 20%. The correlation coefficient between the two stocks is 0.5. If you invest 60% of your funds in stock X and 40% in stock Y, what is the standard deviation of your portfolio? A. 10.3% B. 21.0% C. 12.2% D. 14.8% (0.6A2)(0 2)+ (0.4 2) (202)+(2)(0.6)0.4)(0.5)(0(20) - 148; Standard deviation (148^0.5)-12.2%