You have a portfolio consisting of only two assets: $100,000 worth of Stock A, which has a standard deviation of returns of 10%, and $400,000 worth of Stock B, which has a standard deviation of returns of 20%. A and B have a correlation coefficient of 0.80. What is the standard deviation of returns of the portfolio?

a. 0.2400 b. 0.1600 c. 0.1764 d. Cannot be determined based on the information given e. 0.1883