The following is a variance/covariance matrix for a three share portfolio. Share A Share B Share C Total 2.25 Share A Share B Share C Total Given the following information (hint: use values as displayed for consistency with the table's units): XA = 0.50 XB = 0.30 Xc = 0.20 = 0A = 30 o8 = 25 oc= 70 COVA, B = 40 COVA.c = 25 PB,C = Corrb.c = -0.85 What is the standard deviation of this three share portfolio? 29.0 5.03 25.33 7.69