Consider the following information: State of Economy Probability of State of Rate of Return if State Occurs Economy Stock A Stock B Stock C Boom 15 .32 42 33 Good 45 19 13 12 Poor Bust 30 10 -.05 -16 -.08 -.06 -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, Le. 12.34. Do not input a percent sign with your answer.)