The expected returns, standard deviations and covariance for two risky assets are as follows:

Asset Expected Return Standard Deviation Correlation Correlation

What is the standard deviation for a portfolio that is equally invested in Stock R and P$?$

Select one:

a$.27\mathrm{.}51\%$

b$.32\mathrm{.}50\%$

c$.35\mathrm{.}74\%$

d$.29\mathrm{.}09\%$