Calculate the risk on expected return of the following portfolio assuming the portfolio consists of the following securities and market values.

```
Market Values. Standard Deviation
```

Security A RM600,000 0.4

Security B RM400,000 0.8

The correlation coefficient of the two securities is equal to 0.6.

A) 0.4822 B) 0.5022 C) 0.2522 D) 0.2322