The following table gives the expected returns for two stocks: Probability Stock Xs return Stock Ys return 0.30 -15% 6%

0.10 30% 17%

0.60 10% 20% If you form a portfolio with 30% of your wealth in Stock X and 70% of your wealth in Stock Y, the portfolios standard deviation is: A. Less than or equal to 5% B. Is greater than 5% but less than or equal to 7.5% C. Is greater than 7.5% but less than or equal to 10% D. Is greater than 10% but less than or equal to 12.5% E. Is greater than 12.5%