Haozhi has a portfolio of two stocks, ABC and XYZ. ABC has a standard deviation of returns equal to 7% while XYZ has 10%. Haozhi has 62.2% of his money invested with ABC and the rest in XYZ. Given that the two stocks have a correlation of -0.7, what is the expected STANDARD DEVIATION (not variance) of the portfolio? [Please give your answer in percent so that typing the answer "5" means 5% and "10" is 10%]
a) 9.31%
b) 9.69%
c) 10.12%
d) 10.55%