You are considering two stocks with the following characteristics: Expected return of stock 1(1)=0.17. Expected return of stock 2(2)=0.06, Standard deviation of stock 1 's returns (1)=0.06. Standard deviation of stock 2 's returns (2)=0.03, and Covariance between the rates of returns of stock 1 and stock 2(21 or 21)=0.08. If you invest 0.2 percent of your total investment on stock 1 and 0.8 percent on stock 2, what would be the standard deviation of the portfolio consisting of these two stocks? 17.842% 15.409% 13.787% 14.598% 16.22%