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Imagine two stocks: Stock Y and stock M. Stock Y has an expected return of 8.8% and a standard deviation of 15%. Stock M has an expected return of 12.8% and a standard deviation of 25%. If these two stocks' returns are independent and the expected portfolio return is 10.20%, what is the risk (standard deviation) of the portfolio? 14.05%13.45%13.78%14.32%13.10%