There are two assets Kand J. The expected return of asset K is 8% and the expected return of asset J is 10%. The risk associated with asset Kis 4% and the risk of asset J is 10%. The correlation coefficient of the two assets K and J is -1.00. Asset K represents 40% of the portfolio and asset J represents 60% of the portfolio. What is the risk of portfolio KJ? A. 0.196% B.3.38% C. 3.80% D. 4.40%