$.$ Your portfolio is composed by $65\%$ in BBVA stocks, $25\%$ in Banco Santander stocks,

and the rest in Treasury bills $($risk$-$free asset$).$ The expected return of BBVA stocks is

$3\mathrm{.}5\%$; the expected return of Banco Santander stocks is $5\mathrm{.}5\%,$ and that of Treasury

bills is $0\mathrm{.}5\%.$ Moreover, the volatility of BBVA stocks is $15\%$; the volatility of Banco

Santander stocks is $25\%,$ and the covariance between BBVA and Banco Santander is

$0\mathrm{.}002.$ Determine the volatility of your portfolio.

a$.$ I need more data. It$$s not possible to compute it$.$

b$.$ Between $11\mathrm{.}5\%$ and $12\mathrm{.}5\%$

c$.$ Between $10\mathrm{.}20\%$ and $11\mathrm{.}20\%$

d$.$ None of the abov.