You are considering two stocks with the following characteristics: Expected return of stock 1 (41) = 0.15, Expected return of stock 2 (H2)-0.04 Standard deviation of stock 1's returns (02) -0.08, Standard deviation of stock 2's returns (02) - 0.02, and Covariance between the rates of returns of stock 1 and stock 2 (021 or 021) - 0.06. If you invest 0.13 percent of your total investment on stock 1 and 0.87 percent on stock 2, what would be the standard deviation of the portfolio consisting of these two stocks? 10.638 % O 10.047% 11.229 % 13.002 % 11.82%