Consider the following information on Stocks A, B, C and their returns (in decimals) in each state: State B Prob. of State 20% 45% 0.32 Boom 0.21 Good 0.2 0.08 0.13 0.11 Poor 25% 0.04 0.01 0.03 -0.01 Bust 10% -0.1 -0.04 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. You own a portfolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 1.67 and the total portfolio is equally as risky as the market, what must the beta be for the other stock in your portfolio? Answer to two decimals