6. Given the following information, what is the standard deviation of a portfolio that is invested 40 percent in stock A, 25 percent in stock B, and 35 percent in stock C? State of Probability of Rate of Return if State Occurs W State 91 Economy m 5901; B Smog g; Boom .15 .09 .14 .26 Normal .85 .16 .10 .12 a. 1.11 percent b. 2.89 percent c. 3.46 percent d. 3.59 percent e. 4.01 percent