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Your portfolio consists of two stocks. You have $2000 in stock A and $8000 in stock B. The returns for stock A have a standard

Your portfolio consists of two stocks. You have $2000 in stock A and $8000 in stock B. The returns for stock A have a standard deviation of 20% and the returns for stock B have a standard deviation of 10%. The correlation coefficient between A and B is 0.1. What is your portfolio standard deviation? Select one: a. 10.2% b. 9.3% c. 11.2% d. 6.8% e. 10.5%

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