Suppose That Ms

Suppose that Ms.Lynch in Workouts can make up her portfolio using a risk-free asset that offers a surefire rate of return of 5% and a risky asset with an expected rate of return of 10%, with standard deviation 5.If she chooses a portfolio with an expected rate of return of 6.25%, then the standard deviation of her return on this portfolio will be

A) 0.63%.
B) 2.50%.
C) 1.25%.
D) 4.25%.
E) None of the above.