You are considering how to allocate your wealth. You can invest in a risk-free asset or two stocks, A and B. Stock A has a beta of 1.8 and standard deviation of returns of 42% Stock B has a beta of 0.7 and standard deviation of returns of 26%. The risk-free rate is 3% and the expected return for the market is 8%. If the correlation between the returns of A and B is 0.7 and you allocate 60% of your portfolio to A and 40% to B. what is the portfolio standard deviation? 11.10% 12.15% 34.86% 33.32%