Two securities, Hysteria and Unknown, have standard deviations of returns of 3.56 and 7.96 respectively. If the correlation coefficient between them is zero, what is the standard deviation of the returns of a portfolio made up of 60% of Hysteria's shares and 40% of Unknown's shares? O A. 14.70 O B. 3.56 O C.3.83 O D. Zero O E. 7.96