You are going to create a portfolio which is a combination of the stock Zelda Corp, and a treasury bill. The rate on the treasury is 1.7%, and the expected return on the firm is 12.2%. You also know that the std dev of Zelda Corp is 6%. If you invest 37% in the risk-free asset and the remainder in Zelda Corp, what will be the standard deviation of your resulting portfolio? O a 7.69 O b. 3.78 Cannot be determined without knowing the covariance between the returns on the risk-free asset and the risky asset O d. 0.63 O e. 14.29