18. What is the standard deviation of the returns on a portfolio that is invested in stocks A, B, and C? 25 percent of the portfolio is invested in stock A and 45 percent is invested in stock C. State of Economy Probability of State of Economy Stock A Boom 5% 21% Normal 70% 10% Bust 25% -3% Returns if State Occurs Stock B Stock C 8% 28% 13% 19% 24% -31%