Consider the following information: State of Economy Probability of State of Economy Rate of Return if State Occurs :55 Stock A Stock B Stock C Boom .15 .32 .42 .33 Good .45 .19 .13 .12 Poor .30 -.05 -.08 -.06 Bust .10 -.16 -.28 -.09 Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the standard deviation of this portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, i.e. 12.34. Do not input a p your answer.) Numeric Response