The following table shows the annual expected returns for two stocks. Stock A -5% 2 Probability of return 0.10 0.20 0.40 0.20 0.10 Stock B -10% 1 8 16 94 If a portfolio is made up of 40% of Stock A and 60% of Stock B, what will be the portfolio's standard deviation assuming that the correlation between the two stocks is 0.40. 8.98% 7.6% 5.48% 6.58%