An investor has a $5 million fully diversified portfolio. She subsequently inherits Wild Company common stock worth $3 m

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An investor has a $5 million fully diversified portfolio. Shesubsequently inherits Wild Company common stock worth $3 million.Her financial advisor provides them with the following forecastedinformation:
Expected annual return
Std Dev of annual return
Original Portfolio
0.10
Wild Company
0.12
The correlation coefficient of Wild stock returns with theoriginal portfolio returns is 0.40. Assuming they keep the Wildstock, calculate the standard deviation of their new portfolio.
a.
0.1225
b.
0.1357
c.
0.1542
d.
0.1449
e.
0.0184