D Question 4 2.5 pts You are considering two stocks with the following characteristics: Expected return of stock 1 (H1) = 0.15, Expected return of stock 2 (H2) = 0.05. Standard deviation of stock 1's returns (01) - 0.09, Standard deviation of stock 2's returns (02) - 0.04, and Covariance between the rates of returns of stock 1 and stock 2 (021 or 021) = 0.08. If you invest 0.35 percent of your total investment on stock 1 and 0.65 percent on stock 2, what would be the standard deviation of the portfolio consisting of these two stocks? O 18.5345% O 17.559 % O 16.5835 % O 21.461 % 19.51 %