You own stock worth $20,000 in a company with standard deviation 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? Select one: a. 55.53% b. 19.27% c. 35.05% d. 31.23%