The expected return of stock A is 9%, and its standard deviation is 12%. The expected return of stock B is 14%, and its standard deviation is 22%. Assuming the correlation between the returns of A and B is .2, what will be your standard deviation if you hold 30% of A and 70% B?

		0.027 Approximately
		0.036 Approximately
		0.165 Approximately
		0.190 Approximately
		None of the above.