What Is the Risk (Standard Deviation of Returns)on the Bank's $\rho$

What is the risk (standard deviation of returns) on the bank's loan portfolio if loan returns are uncorrelated ( $\rho$ = 0) ?

A) 1.41 percent.
B) 1.63 percent.
C) 0.93 percent.
D) 3.57 percent.
E) 1.18 percent.