Consider the following rates of return if a state occurs: State of Probability of State Risky Economy of Economy Portfolio Boom 0.55 0.17 Bust 0.45 -0.03 Risk-free asset 0.04 0.04 What is the standard deviation of a portfolio invested 50% in the risky portfolio and 50% in the risk-free asset? 4.97% 9.95% 7.93% 0.99%