You have the chance to invest in a two risky assets, A and B. the expected return and standard deviation for Asset A are 20% and 50%. The expected return and standard deviation for asset B are 15% and 33%. The two assets have zero correlation with another.

Calculate the portfolio risk , if you as an investor would like to invest 10% in Asset A and 90% in asset B

34.12%

30.12%

29.30%

40.34%