You want to form a portfolio using the following two risky assets. Asset A : expected return =12%; standard deviation =18%. Asset B: expected return =17%; standard deviation =25%. The correlation coefficient between Asset A and B is 0.25. If you plan to hold 35% of Asset A and 65% of Asset B in the portfolio, what is the standard deviation of this portfolio return ? \begin{tabular}{|r|} \hline 23.02% \\ \hline 18.84% \\ \hline 17.43% \\ \hline 34.70% \\ \hline \end{tabular}