What is the standard deviation of his complete portfolio?

Consider an investor with a quadratic utility function. He is risk averse with a risk aversion parameter of 1.24. He has learned that he can combine risky assets to form an optimal risky portfolio P with an expected return of 8.2% and a standard deviation of 23.7%. He wants to split his capital between the optimal risky portfolio P and the risk free asset. What is the standard deviation of his complete portfolio? Assume the risk free rate is currently 2.1%. O 7.44% O 3.37% O 87.58% O 12.42% O 4.92% O 79.24% O 2.15% 0.21% O 20.76%