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 worth of stock XYZ, which has an expected return of 13%, a standard deviation of 30%, and is perfectly correlated to your current portfolio. What will be your new portfolio's standard deviation after the addition of XYZ? (Please retain at least 4 decimal places in your calculations)

a. 11.17%

b. 5.3%

c. 20.7%

d. 13.2%

e. 14.6%