You have observed the following information about the two stocks you hold in your portfolio: XxS Expected Return 15% Standard Deviation 8% Investment Value 9% 5% $30,000 $70.000 The correlation between Xxs and Yyk is -0.40 (negative .40). The standard deviation of your portfolio is closest to:

a 3.36%

b. 497%

c 3.83%

d. 5.13%

e. 424%