You put 30% of your funds in an asset that has an expected return of 10% and a standard deviation of 15%. You put the rest of your money in an asset with expected return of 15% and a standard deviation of 20%. The returns on the two assets have a correlation of .5. The standard deviation of the resulting portfolio will be closest to:

• A. 16.7%
• B. 14.7%
• C. 22.7%
• D. 20.3%