You own a stock worth $20,000 in a company with a standard deviantion of returns of 22%. You also own stock worth $80,000 in a company with standard deviation of returns of 36%. These are the only stocks in your portfolio. If the coefficient of correlation between the returns of these companies is .80, what is your portfolio's standard deviation of returns?

a.33.05%

b. 55.53%

c. 19.27%

d. 31.23%