ABC Inc's management believes that economic conditions during the next year will be strong, normal, or weak, and she thinks that the firm's returns will have the probability distribution shown below. What's the standard deviation of the estimated returns? State of the Economy Strong Normal Weak Probability of State Occurring 25% 55% 20% Stock's Expected Return 25.80% 14.40% -12.20% 12.96% 14.25% 9.72% 16,20% 9.07% Question 10 6.5 pts Mrs. Evans has a 2-stock portfolio with a total value of $590,000 $225,000 is invested in Stock A and the remainder is invested in Stock B. If standard deviation of Stock A is 17.80%, Stock B is 8.80%, and correlation between Stock A and Stock B is 0.10, what would be the expected standard deviation on Mrs. Evans' portfolio? 9.39% 10.12% 8,11% 8.8496 9.12%