The standard deviation of return on stock A is 15% and the standard deviation on stock B is 15%. The correlation coefficient between the returns on stock A and B is -.25%. The rate of return for stocks A and B is 15% and 15% respectively. What is the standard deviation of return on the minimum-variance portfolio? a) 11.73% b) 12.00% c) 8.80% d) 9.35%