The total risk of Portfolios A,B,C are 49%^2, 64%^2 and 100%^2 respectively. The market price of risk is 8%. The market portfolio has the expected rate of return and total risk of 11% and 100%^2 respectively. The new portfolio G, which the weight in portfolio A is 0.7 and 0.3 for portfolio B. What is the standard deviation of portfolio G if the correlation coefficient between portfolio A and B is: 1. Perfectly positively correlated (+1) 2. Uncorrelated (0) 3. Perfectly negatively correlated (-1)