You are managing a $0.8 million portfolio which has a return of 14% and a variance of 0.16. The risk-free rate is 6%. If you receive $200,000 from an investor and want to invest the money in a stock (PFE) that has a return of 9% and a variance of 0.0625, what is the standard deviation of your $1 million portfolio? The correlation between your current portfolio and PFE is 0.7. A. 0.3289 B. 0.1273 C. 0.0389 D. 0.2405