Consider the following information on Stocks A, B. Cand their returns (in decimals) in each state: 0.3 State Boom Good Poor Bust Prob. of State 20% 45% 25% 10% 0.14 0.03 -0.08 0.19 0.11 0.03 0.18 0.1 0.04 -0.02 -0.05 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