.Your uncle Bob has 50% of his wealth invested in Intel and another 50% invested in Apple.The beta of Apple is 1.4 and the beta of Intel is 1.8.Assume that the market portfolio returnis 12% and its standard deviation is 18%, and also that the return on the risk free rate is5%.What is the standard deviation of the ecient portfolio that delivers the same expectedreturn than your Uncles Bob portfolio?

A. 20%

B. 35%

C. 22%

D. 29%

E. 15%