need this with work shown please

If Franklin and Rocek are combined in a portfolio, which one of the following statements is true? A. The standard deviation of the portfolio is the average of the standard deviations of the two stocks. The standard deviation of the portfolio is the weighted average of the standard deviations of the two stocks. C. The standard deviation of the portfolio is slightly less than the sum of the standard deviations of the two stocks. B. D. The standard deviation of the portfolio is less than the standard deviation of either of the two stocks. Topics: 39 and 45 Op = [w of + w,2 0,2 + 2wr w, Pror of 0]12 If Franklin and Rocek are combined in a portfolio, which one of the following statements is true? A. The standard deviation of the portfolio is the average of the standard deviations of the two stocks. B. The standard deviation of the portfolio is the weighted average of the standard deviations of the two stocks. C. The standard deviation of the portfolio is slightly less than the sum of the standard deviations of the two stocks. D. The standard deviation of the portfolio is less than the standard deviation of either of the two stocks. Topics: 39 and 45 Op = [w of2 + w,2 0,2 + 2wr wr Pfar Of Or]2