The following table shows the annual expected returns for two stocks. Probability of return Stock A Stock B 0.10 -3% -10% 0.20 2 1 0.40 7 8 0.20 12 16 0.10 17 24 If a portfolio is made up of 50% of Stock A and 50% of Stock B, is the portfolio's standard deviation assuming that the correlation between the two stocks is 0.50.