Consider the following information on Stocks A, B, C and their returns (in decimals) in each state: State Prob. of State A B C Boom 20% 0.34 0.21 0.16 Good 45% 0.13 0.11 0.08 Poor 25% 0.01 0 0.03 Bust 10% -0.1 -0.06 -0.03 If your portfolio is invested 25% in A, 40% in B, and 35% in C, what is the standard deviation of the portfolio in percent? Answer to two decimals, carry intermediate calcs. to at least four decimals