Assuming: 55 percent is invested in stock X and 45 percent is invested in stock Y?

What is the portfolio S.D?

State Probability Return of X Return of Y

Boom 25% 15% -10%

Normal 60% 8% 9%

Recession 15% -5% 10%

Please answer in the following format: 13.23% or 2.40% or 2.00%