Given the following expectations for return, risk and correlation: An optimal portfolio of S and B has been calculated to contain 0.5 stocks, i.e. portfolio S (out of a possible 100% or 1.0 ). What would be the standard deviation of the optimal portfolio from S and B ? \begin{tabular}{|} \hline 0.0641 \\ \hline 0.0582 \\ \hline 0.0744 \\ \hline 0.0671 \\ \hline 0.0711 \\ \hline \end{tabular}