Your portfolio consists of 30% investment in Stock A and 70% investment in Stock B. Stock A's return is positively correlated with the return of stock B (the correlation coefficient is 0.5). Both stocks have the same standard deviation of return: 20%. Which of the following statements is correct? Select one: a. The portfolio's standard deviation is 20%. O b. The portfolio's standard deviation is smaller than 20%. O c. The portfolio's standard deviation is larger than 20%. O d. More information is needed to make conclusion regarding portfolio's standard deviation.