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 negatively 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.) O a. 11.7% Ob. 5.3% OC. 20.7% O d. 13.2% O e. 14.6%