You are investing for your retirement. You put 50% of your money into stock A, with an expected return of 10%, and a standard deviation of 20%. The rest is invested in stock B, with an expected return of 20%, and a standard deviation of 30%. The correlation coefficient between Stock A and Stock B is 0.2. What is the standard deviation of your retirement portfolio?

Group of answer choices

a. 19.6%

b. 3.85%

c. 25%

d. not enough information