For the Following Three Questions, Assume That $\bar { R } _ { m } = 15 \%$

For the following three questions, assume that: $\bar { R } _ { m } = 15 \%$ , $\bar { R } _ { A } = 13 \%$ , $R _ { F } = 5 \%$ , $\sigma _ { m } = 16 \%$ , the market portfolio is a tangency portfolio, and that A is an efficient portfolio on the Capital Market Line.
-What is the standard deviation of portfolio A?

A) 12.8%
B) 13.8%
C) 10.7%
D) 28.6%