You have decided to invest 40% of your wealth in McDonalds which has an expected return of 15% and a standard deviation of 15%, and 60% of your wealth in GE which has an expected return of 9% and a standard deviation of 14%. If the correlation McDonalds and GM is 0.5, what is the standard deviation of your portfolio?

a) 11.4% b) 13.1% c) 12.51% d) 10%