You are considering two stocks with the following characteristics: Expected return of stock 1 (41) = 0.17, Expected return of stock 2 (uz) = 0.05, Standard deviation of stock 1's returns (01) = 0.08, Standard deviation of stock 2's returns (02) = 0.04, and Covariance between the rates of returns of stock 1 and stock 2 (021 or 021) = 0.07. If you invest 0.44 percent of your total investment on stock 1 and 0.56 percent on stock 2, what would be the standard deviation of the portfolio consisting of these two stocks? O 16.1755 % O 18.0785 % 0 17.127 % 20.933 % 19.03%