What is the standard deviation of the following portfolio? Security Weight MRP Cov(GME,NKLA) Growth Rate GME NKLA Expected Return 10.5% 5% 60% 40% Standard deviation 60% 53% 7% 7% 720%^2 Non None of the listed choices is correct 45.73% O 14.57454 O 3.81559 0 20.9104%