38 What is the standard deviation of a portfolio that is invested 74 percent in Stock A and 26 percent in Stock B given the following information: 8 02:13:14 Probability of State of Economy State of Economy Stock A Returns Stock B Returns Boom 29 40% -4% Normal 71 19.00 51 O 4.13 percent 0 3.71 percent 0 2.35 percent O 0.56 percent