You have two stocks, A and B, that you are going to combine in a portfolio. Stock A has an expected return of 15% and a standard deviation of 38%. For Stock B, the expected return is 9% and the standard deviation is 25%. Assume that the correlation coefficient, PAB, is +0.55. What is the standard deviation of a portfolio that has equal dollar weights in Stocks A and B? Select the range that includes the correct solution. Less than 25% Greater than or equal to 25%, but less than 26% Greater than or equal to 26%, but less than 27% O Greater than or equal to 27%, but less than 28% Greater than or equal to 28%