Your current portfolio has a value of $30,000, with an expected return of 15%, and a standard deviation of 20%. You decide you want to purchase $6,000 of XYZ, which has an expected return of 13%, a standard deviation of 30%, and is perfectly negatively correlated to your current portfolio. What will be your new portfolio's standard deviation after the addition of XYZ? O 5.3% O 31.8% O 20.6% O 11.7%