The following information pertains to Question 6 to Question 8 A fund manager has created a 2-stock portfolio. They shorted \$7 million worth of Stock A and has purchased $17 million of Stock B. The correlation between Stock A's and Stock B's returns is 0.45 The expected returns and standard deviations of the two stocks are: Stock AER=10%SD=40% Stock B ER=14.5%SD=45% What is the standard deviation for this portfolio? \begin{tabular}{l} 43.0% \\ \hline 34.5% \\ \hline 38.6% \\ \hline 68.6% \end{tabular}