Consider the following information on Stocks A, B, C and their returns (in decimals) in each state: B Prob. of State 20% 0.31 0.16 State Boom Good Poor Bust 0.22 0.11 45% 0.07 0.14 0.01 -0.09 25% 10% 0.03 0.02 -0.03 -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. You own a portfolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 0.72 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