Consider the following information on Stocks A, B, C and their returns (in decimals) in each state: State Prob. of State A B Boom 20% 0.29 0.22 0.14 Good 45% 0.14 0.11 0.06 Poor 25% 0.03 0.03 0.02 Bust 10% -0.09 -0.05 -0.02 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