The expected returns of the mutual funds A and B are 11% and 14% respectively. The expected standard deviations of the returns of mutual funds A and B are 7% and 8% respectively. If the correlation coefficient of As and Bs returns is +0.6, is it possible to create a portfolio which is comprised of some portion of each of A and B such that the expected return of this new portfolio exceeds 11% and the standard deviation of the returns of this portfolio is less than 7%?

A. Yes B. No