You have invested 80% of your portfolio in ABC stock and 20% in XYZ stock. ABC stock has a standard deviation of 0.2. XYZ stock has a standard deviation of 0.5. The correlation coefficient between ABC stock return and XYZ stock return is 0.50. What is the standard deviation (=square root of the variance) of your portfolio? (Use the lengthy formula of portfolio variance. Please exercise caution in the calculation.) Select an answer and submit. For keyboard navigation, use the up/down arrow keys to select an answer. a 0.215 b 0.227 0.258 d 0.274 e 0.316