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[单选题]

Use the following data to answer Questions 18 and 19.
　　A portfolio was created by investing 25% of the funds in Asset A (standard deviation = 15%) and the balance of the funds in Asset B (standard deviation = 10%).If the correlation coefficient is －0.75, what is the portfolio's standard deviation?

A.2.8%.

B.4.2%.

C.5.3%.

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