board Kha... Watch Captain Morum Question 14 of 15 Consider the following information about two stocks where the probability of an econoom is 40% Economic State Return A (RA) Return B (RB) Boom 38% 696 Recession 12% Calculate the total risk of a portfolio, where 1/8 of your money is invested in stock A, and 7/8 of your money estel in stock B. Assume the covariance between the returns of both the stocks is 0.006048. A. 20.58% B. 2.94% C. 0.00% OD 1.35% Reset Selection