The standard deviation of the 80% A and 20% B portfolio most likely should O A) Equal 80% X A's standard deviation plus 20% x B's standard deviation. O B) Be greater than 80% X A's standard deviation plus 20% x B's standard deviation. O C) Be less than 80% X A's standard deviation plus 20% * B's standard deviation. Asset A Rate of Return State of Economy Boom Normal Recession Probability of State of Economy 0.1 0.4 0.25 0.15 -0.08 Asset B Rate of Return 0.08 0.03 -0.01 0.5