What is the standard deviation of the portfolio of the S&P500 index fund and the international fund where the correlation is estimated to be .30 and Sarah still places half of her money in each of the funds? All other relevant information is provided in the table below:

Investment Fund	Expected Return	Standard Deviation	Investment Weight
S&P500 fund	9%	10%	50%
International Fund	15%	40%	50%

Options:

A.	0.11
	B.	0.22
	C.	0.25
	D.	0.33
	E.	0.46