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%	0.25	0.18	0.18
Good	45%	0.13	0.09	0.08
Poor	25%	0.02	0.01	0.03
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.