Considering the following assets:

Expected return

Standard deviation

Stock A

$15\%$

$19\%$

Stock B

$9\%$

$10\%$

Correlation $=0\mathrm{.}14$

What is the standard deviation of returns on a portfolio which is invested $45\%$ in Stock A$?$

Group of answer choices

$10\mathrm{.}25\%$

$12\mathrm{.}4\%$

$11\mathrm{.}3\%$

$10\mathrm{.}79\%$

$9\mathrm{.}76\%$