Consider the following information on Stocks A, B, C and their returns (in decimals) in each state: B Prob. of State 20% 45% 0.22 State Boom Good Poor Bust 0.17 0.1 0.27 0.14 0.04 -0.09 25% 0.02 -0.04 0.09 0.02 -0.02 10% 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