Your portfolio consists of two stocks. You have $2500 in stock A and $7500 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. What is your portfolio standard deviation?

Select one:

a. 10.5%

b. 11.2%

c. 9.4%

d. 10.2%

e. 9.0%