Portfolio Theory and Basic Financial StatisticsThe last $4-$year returns of the stock of a given company have been the following:YearReturn$-44\mathrm{.}70\%-3-13\mathrm{.}20\%-233\mathrm{.}10\%-119\mathrm{.}90\%$Estimate the standard deviation of a portfolio with weight $0\mathrm{.}4$ on this stock while the rest isallocated on a risk$-$free asset. $($Round your answer to two decimal digits$).$Select one alternative:$6\mathrm{.}91\%19\mathrm{.}94\%7\mathrm{.}98\%0\mathrm{.}00\%10\mathrm{.}18\%$None of the other alternatives is correct.