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 0 18.84% 0 34.70% 0 17.43% 23.02%